The duration of an adjustable-rate mortgage and the impact of the index

Article Abstract:

A method for evaluating the effects of interest rate changes on adjustable-rate mortgages is developed, based on the duration of the adjustable-rate mortgage. Indexes used to adjust the the rate on such mortgages are also briefly discussed. The research indicates that the index to which the adjustable-rate mortgage is tied has a greater effect on pricing than does the frequency with which the mortgage rate is adjusted.

Analysis, Economic aspects, Interest rates, Mortgages, Adjustable rate mortgages

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Regulation and the Determination of Bank Capital Changes: A Note

Article Abstract:

The effect of bank capital adequacy requirements on a bank's capital decisions are examined. A large sample of banks over a different time frame shows that capital standards regulations are ineffective. Binding deposit rate ceilings must be considered.

Banking industry, Laws, regulations and rules, Measurement, Capital

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