https://www.usbank.com/corporate-and-commercial-banking/solutions/capital-markets/currency-hedging-interest-rate-risk-management.html
Handle interest rate change, manage foreign exchange exposure and enhance debt structures with currency hedging and interest rate risk management at U.S. Bank.
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https://www.imf.org/en/publications/wp/issues/2017/01/18/why-do-bank-dependent-firms-bear-interest-rate-risk-44550
I document that floating-rate loans from banks (particularly important for bank-dependent firms) drive most variation in firms' exposure to interest rates. I...
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https://www.frbsf.org/research-and-insights/publications/economic-letter/2020/06/are-banks-exposed-to-interest-rate-risk/
While banks seem to face inherent risk from short-term interest rate changes, in practice they structure their balance sheets to avoid exposure to such risk....
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https://www.risk.net/regulation/7962395/how-eu-supervisors-react-to-interest-rate-risk-outliers
Banks have faced no automatic penalties for breaching new NII test, but do come under microscope
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https://www.frbsf.org/research-and-insights/publications/economic-letter/2017/04/measuring-interest-rate-risk-in-very-long-term/
Insurance companies write policies to cover potential risks far into the future. Because the life of these contracts can extend well beyond the 30-year...
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