New study reveals key factors impacting commercial bank interest risk
The article examines how factors like exchange rates and key interest rates affect a commercial bank's profitability and interest rate risk. The researchers used correlation and regression analysis to study these factors and built a regression model. They found that changes in interest rates can impact a bank's net interest income, and suggest using tools like interest rate swaps and options to manage risk. The study also highlighted the importance of obtaining reliable data on interest rate risk in commercial banks.