Derivative exposure and the interest rate and exchange rate risks of U.S. banks
By: by Jongmoo Jay Choi, Elyas Elyasiani, Anthony Saunders
Contributors: Elyasiani, Elyas; Saunders, Anthony
Series: Working paper series -- S-96-25; Working paper series (New York University. Salomon Center) -- S-96-25
Publisher: New York University Salomon Center, Leonard N. Stern School of Business
Published: 1996
Place of publication: New York, NY
Language: eng
Number of pages: 22
Subjects: Derivative securities; Effect of interest rates on; Econometric models; Effect of foreign exchange rates on
Notes: "June 1996."

Includes bibliographical references (p. 20-22).