article · 2011
A modelling process of short-term interest rate risk management for the South African commercial banking sector
This study focuses on banking book interest rate risk (IRR) management, more specifically short-term IRR management (SIRR). This type of risk is partly induc...
1 citationsDOI: https://doi.org/10.22495/cocv9i1c6art6Open accessPDF reported by metadata