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Gap management in interest rate risk assessment in the Ukrainian banking system

Journal: Economics Bulletin of The National Mining University (Vol.44, No. 44)

Publication Date:

Authors : ;

Page : 97-102

Keywords : banking system; interest rate risk; risk management; GAP management; net interest margin; interest rate risk index;

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The analysis of the interest rate risk nature, its types and basic principles of management. Interest rate risk trends in the Ukrainian banking system is provided. The types of risks are determined and main reasons for risk management are justified. The state of risk management for interest rate change in banking system of Ukraine is analyzed using the method of GAP management and related risk indicators.

Last modified: 2015-04-29 04:44:14