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~institution:"Basel Committee on Banking Supervision"
~subject:"Derivative"
~subject:"Portfolio-Management"
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Principles for the management of
interest
rate
risk
: consultative proposal by the Basle Committee on Banking Supervision
1997
Persistent link: https://www.econbiz.de/10000631186
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Measurement of banks exposure to
interest
rate
risk
: consultative proposal by the Basle Committee on Banking Supervision
1996
Persistent link: https://www.econbiz.de/10000985016
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