FDIC Bank Trends: Increasing Interest Rate Risk at Community Banks and Thrifts May 2000; Olson Research data is used.
Interest Rate Risk (10-page Publication) FDIC Banks Trends, May 2000
...There are indications that the community banking and thrift industry’s vulnerability to interest rate risk (IRR) is increasing. Over the past several years, the average maturity of assets at banks and thrifts has extended. During the same time, volatile liabilities have been growing, strengthening the link between bank funding costs and market interest rates...
About FDIC Bank Trends
No longer published, but archives accessible.
By the FDIC Division of Insurance. It is a series of analytical papers addressing areas of emerging risk in banking. These papers provide in-depth analysis of underlying causes and the implications for insured depository institutions. Other issues of FDIC Bank Trends can be accessed on the web here.