Rischio Di Tasso Di Interesse Book by Gabriel Kirori
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Rischio Di Tasso Di Interesse

Rischio Di Tasso Di Interesse


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About the Book

Le banche sono impegnate nella trasformazione delle scadenze e il premio a termine le compensa per il rischio di duration associato. Di conseguenza, sono vulnerabili al rischio di tasso d'interesse, che è l'impatto di variazioni avverse dei tassi d'interesse sullo stato finanziario di una banca ed è uno dei rischi più significativi che le banche devono affrontare in quanto intermediari finanziari. In questo studio è stato analizzato il ruolo dei gap di scadenza e dei tassi di interesse di mercato a breve termine sull'esposizione al rischio di tasso di interesse nelle banche commerciali keniote. Gli obiettivi specifici dello studio sono stati quelli di valutare il ruolo dei maturity gap nell'esposizione al rischio di tasso d'interesse delle banche commerciali keniote, il ruolo dei tassi di mercato a breve termine nell'esposizione al rischio di tasso d'interesse delle banche commerciali keniote e l'impatto del tetto massimo dei tassi d'interesse della Banca Centrale del Kenya sull'esposizione al rischio di tasso d'interesse delle banche commerciali keniote. Per valutare i fattori significativi del rischio di tasso di interesse nel settore bancario del Kenya, questo studio ha utilizzato un approccio di ricerca basato su dati panel. Lo studio ha utilizzato dati secondari che coprono il periodo dal 2005 al 2015. È stata inoltre studiata l'influenza del tetto massimo dei tassi di interesse sul TIR per il periodo compreso tra il 2016 e il 2018.


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Product Details
  • ISBN-13: 9786206003755
  • Publisher: KS Omniscriptum Publishing
  • Publisher Imprint: Edizioni Sapienza
  • Height: 229 mm
  • No of Pages: 172
  • Spine Width: 10 mm
  • Weight: 308 gr
  • ISBN-10: 6206003752
  • Publisher Date: 18 May 2023
  • Binding: Paperback
  • Language: Italian
  • Returnable: N
  • Sub Title: Un Caso Di Banche Commerciali in Kenya
  • Width: 152 mm


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