Date of Award
1991
Document Type
Thesis
Publication Status
Version of Record
Submission Date
October 2026
Thesis/Dissertation Advisor [Chair]
Manage, Neela D.
Abstract
Aspects of the relationship between the term structure of interest rates and bank failure from 1984 to 1989 are explored in the context of a bank-failure-prediction model. For this, the logit technique is employed. Interest rate variables used to characterize the term structure include Treasury, Federal-funds, and bank-certificate-of-deposit rates. The term structure proves a significant factor in determining the probability of bank failure. Changes in long-term rates relative to short-term rates can profoundly affect bank performance. These findings corroborate any measures being taken by banks or regulators to minimize banks' interest rate risk exposure.
Extent
129 p.
Recommended Citation
Head, Anne M., "role of the term structure of interest rates in bank-failure-prediction models" (1991). Electronic Theses and Dissertations 1990 - 1999. 226.
https://digitalcommons.fau.edu/etd_general_4/226
Identifier
FADT14725
Comments
College of Business|FAU Electronic Theses and Dissertations Collection|Thesis (M.A.)--Florida Atlantic University, 1991.|College of Business