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subject:"United States"
~isPartOf:"Applied quantitative finance"
~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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United States
Interest rate risk
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Applied quantitative finance
Journal of financial services research : JFSR
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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7
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7
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Asset-liability management with ultra-low interest rates, March 11, 2015 : [a conference jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research]
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Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
2
Bank asset structure, real-estate lending, and risk-taking
Blaško, Matej
;
Sinkey, Joseph F.
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10003305668
Saved in:
3
The interest rate risk of Fannie Mae and Freddie Mac
Jaffee, Dwight M.
- In:
Journal of financial services research : JFSR
24
(
2003
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001813126
Saved in:
4
Embedded options and interest rate risk for insurance companies, banks and other financial institutions
Lee, Jae-ha
;
Stock, Duane R.
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
2
,
pp. 169-187
Persistent link: https://www.econbiz.de/10001509385
Saved in:
5
Derivative exposure and the interest rate and exchange rate risks of US banks
Choe, Chong-mu
- In:
Journal of financial services research : JFSR
12
(
1997
)
2
,
pp. 267-286
Persistent link: https://www.econbiz.de/10001233694
Saved in:
6
Derivatives, portfolio composition, and bank holding company interest rate risk exposure
Hirtle, Beverly J.
- In:
Journal of financial services research : JFSR
12
(
1997
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10001233696
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