A modelling process of short-term interest rate risk management for the South African commercial banking sector

Thesis (MComm (Business Management))--University of Stellenbosch, 2011. === ENGLISH ABSTRACT: This study focuses on banking book interest rate risk management, more specifically shortterm interest rate risk management problems. This type of risk is induced by the inflation targeting policy of the...

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Bibliographic Details
Main Author: Sun, Jiaqi
Other Authors: Van Rooyen, J. H.
Language:en_ZA
Published: Stellenbosch : University of Stellenbosch 2011
Subjects:
Online Access:http://hdl.handle.net/10019.1/6747