Interest Rate Risk and Capital Adequacy for Traditional Banks and Financial Intermediaries

J. Huston McCulloch, Risk and Capital Adequacy in Commercial Banks (University of Chicago Press, 1981), chap. 10, https://www.nber.org/books-and-chapters/risk-and-capital-adequacy-commercial-banks/interest-rate-risk-and-capital-adequacy-traditional-banks-and-financial-intermediaries.