Identification And Control Of Risk In The Thrift Industry
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Author |
: Federal Home Loan Bank of San Francisco. Conference |
Publisher |
: |
Total Pages |
: 264 |
Release |
: 1984 |
ISBN-10 |
: UOM:35128000909927 |
ISBN-13 |
: |
Rating |
: 4/5 (27 Downloads) |
Synopsis Identification and Control of Risk in the Thrift Industry by : Federal Home Loan Bank of San Francisco. Conference
Author |
: Federal Home Loan Bank of San Francisco |
Publisher |
: |
Total Pages |
: 253 |
Release |
: 1983 |
ISBN-10 |
: OCLC:751625996 |
ISBN-13 |
: |
Rating |
: 4/5 (96 Downloads) |
Synopsis Identification and Control of Risk in the Thrift Industry by : Federal Home Loan Bank of San Francisco
Author |
: |
Publisher |
: |
Total Pages |
: 268 |
Release |
: 1988 |
ISBN-10 |
: UCAL:B5485836 |
ISBN-13 |
: |
Rating |
: 4/5 (36 Downloads) |
Synopsis The Future of the Thrift Industry by :
Author |
: Robert Rubinovitz |
Publisher |
: |
Total Pages |
: 36 |
Release |
: 1990 |
ISBN-10 |
: IND:30000105070761 |
ISBN-13 |
: |
Rating |
: 4/5 (61 Downloads) |
Synopsis Moral Hazard in the Thrift Industry by : Robert Rubinovitz
Author |
: |
Publisher |
: |
Total Pages |
: 54 |
Release |
: 1992 |
ISBN-10 |
: UOM:39015036062217 |
ISBN-13 |
: |
Rating |
: 4/5 (17 Downloads) |
Synopsis Supervising Today's Thrift Industry by :
Author |
: |
Publisher |
: |
Total Pages |
: 1094 |
Release |
: 1984 |
ISBN-10 |
: UOM:39015086924985 |
ISBN-13 |
: |
Rating |
: 4/5 (85 Downloads) |
Synopsis Proceedings in Print by :
Author |
: Federal Home Loan Bank of San Francisco. Conference |
Publisher |
: |
Total Pages |
: 212 |
Release |
: 1991 |
ISBN-10 |
: UOM:35128001067923 |
ISBN-13 |
: |
Rating |
: 4/5 (23 Downloads) |
Synopsis Housing Finance by : Federal Home Loan Bank of San Francisco. Conference
Author |
: |
Publisher |
: |
Total Pages |
: 1028 |
Release |
: 1982 |
ISBN-10 |
: UOM:39015085122656 |
ISBN-13 |
: |
Rating |
: 4/5 (56 Downloads) |
Synopsis Office of Thrift Supervision Journal by :
Author |
: United States. General Accounting Office |
Publisher |
: |
Total Pages |
: 56 |
Release |
: 1993 |
ISBN-10 |
: UIUC:30112033946200 |
ISBN-13 |
: |
Rating |
: 4/5 (00 Downloads) |
Synopsis Thrift Examination Quality by : United States. General Accounting Office
Author |
: Richard Roll |
Publisher |
: |
Total Pages |
: 44 |
Release |
: 1987 |
ISBN-10 |
: IND:30000106621208 |
ISBN-13 |
: |
Rating |
: 4/5 (08 Downloads) |
Synopsis Managing Risk in Thrift Institutions by : Richard Roll
Even if thrift institutions were exposed only to interest rate risk, gap management using simple duration would be an imperfect method, particularly for callable assets and liabilities. Duration measures interest rate risk for parallel shifts in the yield curve, but actual yield curve shifts should not be, and usually are not, parallel. An alternative to duration is a multi-factor model such as the Arbitrage Pricing Model (APT). An empirical investigation of a sample of large thrifts disclosed that they are exposed to APT factors such as inflation, investor confidence, and the term structure. The level of thrift exposure to these risk factors is twice that of the average industrial company and thrifts also exhibit an unusually large amount of non-systematic risk.