1[1]Anthony G. Cornyn, Robert A. Klein, Jess Lederman, Controlling and Managing Interest Rate Risk, NYIF Corp, 1997.
2[2]Basle Committee on Banking Supervision, 1997," Principles for the Management of Interest Rate Risk", Basle, September.
3[3]Blinder,Barrett F. ,and Thomas Lindquist. [1982]. Asset-Liability Handbook. Rolling Meadows, IL:Bank Administration Institute.
4[4]Joseph F. Sinkey,Jr,Commercial Bank Financial Management in the Financial Services Industry(Fifth Edition) ,Prentice Hall Press, 1998.
5[5]John C. Hull, Options, Futures, and Other Derivatives, 3rded. Prentice Hall, 1999.
6[6]Peter S. Ross,Money and Capital Markets:Financial Institutes and Instruments in Global Marketplace, 6th ed. McGraw-Hill, 1999.
7[7]Peter S. Ross ,Commercial Bank Management, 4thed. McGraw-Hill, 1999.
8[5]AsliDemirg Kuntand Enrica Detragiache, 1998,"Financial Liberalization and Financial Fragility",BIS, Principles for the Management of Interest Risk, Sep.