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Interest rate risk
The Interest Rate Parity (IRP) Is a Theory Regarding the Relationship
An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book 1
Interest Rate Risk and Market Risk Lr024
Banking on Deposits: Maturity Transformation Without Interest Rate Risk
Interest Rate Risk Management Page 2
Identify, Quantify, and Manage FX Risk
Multi-Factor Models and the Arbitrage Pricing Theory (APT)
Understanding and Managing Risk in a Bond Portfolio
Xvii. Sensitivity to Market Risk
Chapter 10: Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Trading Risk, Market Liquidity, and Convergence Trading in the Interest Rate Swap Spread
Who Bears Interest Rate Risk?∗
IFRS 7 – Potential Impact of Market Risks*
Interest Rate Risk and the Stock Prices of Financial Institutions
The Quarterly Review of Interest Rate Risk
Bank Exposure to Interest-Rate Risk and the Transmission of Monetary
Interest-Rate Risk Management Section 3010.1
Interest Rate Risk in the Banking Book (IRRBB)
Top View
HR Khan: Managing Currency and Interest Rate Risks
Principles of Investments Finance 330
Locational Arbitrage 3
Interest Rate Risk and Market Risk Lr027
MODERN PORTFOLIO THEORY Martin J
When Interest Rates Go Up, Prices of Fixed-Rate Bonds Fall
Does Interest Rate Exposure Explain the Low-Volatility Anomaly?
Interest Rate Risk Management at Commercial Banks: an Empirical Investigation
Section 7.1 Sensitivity to Market Risk
Modern Portfolio Theory 1
Interest Rate Risk Management Version 1.0 September 2013 ______Introduction
A Modern Portfolio Theory Approach to Asset Management in the Listed South African Property Market
Principles for the Management of Interest Rate Risk
Interest Rate Risk Management in Uncertain Times∗
The Legacy of Modern Portfolio Theory
A Benchmark for Interest Rate Risk Using a Markowitz Approach
Merger Arbitrage Boosts Diversification
Maturity Transformation Without Interest Rate Risk
The Application of Arbitrage Pricing Theory (APT) in the Nigeria Capital Market
Working Paper Series
Chapter 3: Risks in Banking
Do Bank Bailouts Reduce Or Increase Systemic Risk? the Effects of TARP on Financial System Stability*
Principles for the Management and Supervision of Interest Rate Risk
Interest Rate Risk in the Banking Book: 2017 Deloitte Survey Taking A
Are Banks Exposed to Interest Rate Risk? Pascal Paul and Simon W
The Quarterly Review of Interest Rate Risk
Evaluating Risks in Securitisation Transactions: a Primer September 2018
Interest Rate Risk at Banks: an Economist's Perspective
Arbitrage Pricing and Investment Performance in the Nigerian Capital Market
Bank Bailouts, Interventions, and Moral Hazard
How and Why Do Small Firms Manage Interest Rate Risk? Evidence from Commercial Loans
Swap Hedging of Foreign Exchange and Interest Rate Risk
Interest Rate Risk, Comptroller's Handbook
Categories of Risk
Interest Rate Structure and the Credit Risk of Swaps
What Does the Federal Reserve's Economic Value Model Tell Us
The Upside of the Downside of Modern Portfolio Theory the Upside of the Downside of Modern Portfolio Theory
Interest Rate Risk in the Banking Book
Interest Rate Risk
AN OVERVIEW of EXCHANGE and INTEREST RATE RISK MANAGEMENT (How to Make Risk Management Strategy a Competitive Weapon)
BIS Working Papers No 651 Segmented Money Markets and Covered Interest Parity Arbitrage
The New Improved Process of Securitization ______
Monetary Policy and Bank Lending in a Low Interest Rate Environment: Diminishing Effectiveness?
Interest Rate Risk in the Banking Book
Integrating Credit and Interest Rate Risk: a Theoretical Framework and an Application to Banks' Balance Sheets
International Arbitrage Pricing Theory
A Changing Rate Environment Challenges Bank Interest Rate Risk Management