Essays about: "Edvin Landvik"
Found 1 essay containing the words Edvin Landvik.
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1. Sensitivity Matching Through Market Power: Bank Hedging in the Age of Low Interest Rates
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We replicate the paper of Drechsler et al. (2017a) who find that banks are able to hedge against interest rate risk exposure through maturity transformation. Our results confirm their findings prior to the financial crisis that the interest sensitivities of income and expenses closely follow one another, resulting in an insensitive ROA. READ MORE
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