Implications of ultra-low interest rates for financial institutions' asset liability management : a policy-oriented overview
Year of publication: |
2015
|
---|---|
Authors: | Beer, Christian ; Gnan, Ernest |
Published in: |
Monetary policy & the economy : quarterly review of economic policy. - Vienna : Österr. Nationalbank, ISSN 2309-1037, ZDB-ID 2148119-2. - 2015, 2, p. 52-76
|
Subject: | ultra-low interest rates | asset-liability management | financial institutions | Bilanzstrukturmanagement | Asset-liability management | Zins | Interest rate | Geldpolitik | Monetary policy | Finanzsektor | Financial sector | Theorie | Theory | Portfolio-Management | Portfolio selection |
-
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian, (2017)
-
Balance-sheet interest rate risk : a weighted Lp approach
Gajek, Lesław, (2018)
-
Measuring the interest rate and exchange rate risk of a commercial bank's portfolio
Ahlstedt, Monica, (1990)
- More ...
-
Beer, Christian, (2016)
-
Asset-liability management with ultra-low interest rates
Grossman, Richard S., (2015)
-
Beer, Christian, (2015)
- More ...