| Abstract [eng] |
Income and average duration GAP analysis methods are developed and described on this Master thesis. These analysis methods are able to evaluate the risk of commercial bank interest rate changes and the policy of forming active and passive activities. According to interest rate risk evaluation methods and 2006 – 2009 year period “Šiaulių bankas” and “Medicinos bankas” financial reports, theoretical and practical net interest income sensitivity to interest rate change model is developed and presented as a result of this research. According to market interest rate changes, the model is able to evaluate quantitative changes in commercial bank net interest income. As a consequence, research hypothesis has been proven, which states – functional dependence exists between market interest rate changes and commercial bank’s net interest income. |
