A study on interest rate risk management and its effects on capitalization and profitability of selected commercial banks in the Philippines for the period 1995 to 2004

• Main Authors: Lubag, Krystel, Seo, Youri, Tomampoc, Orladel Berdiomil
• Format: text
• Language: English
• Published: Animo Repository 2005
• Subjects: Banks and banking > Philippines; Interest rate risk > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18491
• Institution: De La Salle University

Interest rate risk is one of the most important forms of risk that banks face in their role as financial intermediaries, where a banks' income or net worth could be adversely affected by unanticipated changes in interest rates. Accordingly, the use of derivatives has been increasing in the area...