Managing interest rate risk in the banking book using an optimisation framework
Ozdemir Bogie, Sudarsana Gokul
| Year of publication: |
2016
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|---|---|
| Authors: | Bogie, Ozdemir ; Gokul, Sudarsana |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 9.2016, 4, p. 373-390
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| Subject: | dynamic optimisation | earnings at risk | economic value of equity | interest rate risk | interest rate risk in the banking book | management of structural market risk | net economic profit | risk appetite frameworks | risk return optimisation | Zinsrisiko | Interest rate risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Marktrisiko | Market risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011663117