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  • Search: subject:"Interest rate risk"
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Year of publication
Subject
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Interest rate risk 1,552 Zinsrisiko 1,494 Theorie 593 Theory 590 Risikomanagement 423 Zins 356 Interest rate 348 Risk management 345 interest rate risk 317 Bank 265 Zinsstruktur 232 Yield curve 229 Bankrisiko 227 Bank risk 224 Zinsänderungsrisiko 222 Credit risk 218 Portfolio selection 213 Portfolio-Management 213 Hedging 207 Kreditrisiko 197 USA 178 United States 176 Deutschland 160 Germany 150 Währungsrisiko 132 Schätzung 122 Estimation 120 Bilanzstrukturmanagement 105 Derivat 104 Derivative 104 Exchange rate risk 102 Anleihe 101 Bond 100 Risiko 100 Risk 97 Asset-liability management 95 Interest rate derivative 95 Zinsderivat 95 bonds 95 bond 93
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Online availability
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Free 722 Undetermined 237 CC license 12
Type of publication
All
Book / Working Paper 1,164 Article 813
Type of publication (narrower categories)
All
Article in journal 608 Aufsatz in Zeitschrift 608 Graue Literatur 322 Non-commercial literature 322 Working Paper 320 Arbeitspapier 272 Hochschulschrift 150 Aufsatz im Buch 111 Book section 111 Thesis 111 Dissertation u.a. Prüfungsschriften 45 Bibliografie enthalten 40 Bibliography included 40 Lehrbuch 26 Textbook 24 Collection of articles of several authors 17 Sammelwerk 17 Article 12 Aufsatzsammlung 11 Collection of articles written by one author 8 Sammlung 8 Glossar enthalten 7 Glossary included 7 Konferenzschrift 7 Handbook 6 Handbuch 6 Conference proceedings 5 research-article 5 Conference paper 4 Konferenzbeitrag 4 Forschungsbericht 3 Systematic review 3 Übersichtsarbeit 3 Accompanied by computer file 1 Advisory report 1 Beispielsammlung 1 Bibliografie 1 CD-ROM, DVD 1 Case study 1 Diskette 1
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Language
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English 1,331 German 383 Undetermined 203 Spanish 23 French 10 Italian 9 Polish 6 Finnish 2 Lithuanian 2 Portuguese 2 Ukrainian 2 Czech 1 Danish 1 Croatian 1 Swedish 1
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Author
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Memmel, Christoph 41 Wilkens, Marco 25 Wiedemann, Arnd 19 Berdin, Elia 18 Entrop, Oliver 18 Fabozzi, Frank J. 12 Pancaro, Cosimo 12 Schnabl, Philipp 12 Broll, Udo 11 Drehmann, Mathias 11 Thesmar, David 11 Gründl, Helmut 10 Landier, Augustin 10 Lustig, Hanno 10 Ruprecht, Benedikt 10 Savov, Alexi 10 Söderlind, Paul 10 Verdelhan, Adrien 10 Drechsler, Itamar 9 Reghezza, Alessio 9 Vuillemey, Guillaume 9 Basten, Christoph 8 Gabrisch, Hubert 8 Guin, Benjamin 8 Hull, John 8 Koskela, Erkki 8 Lioui, Abraham 8 Nawalkha, Sanjay K. 8 Sommer, Daniel 8 Sraer, David 8 Alessandri, Piergiorgio 7 Alvarez, Luis H. R. 7 Gantenbein, Pascal 7 Jaenicke, Johannes 7 Lai, Van Son 7 Magnani, Marco 7 Regis, Luca 7 Reuse, Svend 7 Rolfes, Bernd 7 Schlögl, Erik 7
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Institution
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International Monetary Fund (IMF) 121 International Monetary Fund 59 National Bureau of Economic Research 21 Basel Committee on Banking Supervision 14 Deutsche Bundesbank 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Federal Reserve Board (Board of Governors of the Federal Reserve System) 3 Finance Discipline Group, Business School 3 Instituto Valenciano de Investigaciones Económicas (IVIE) 3 International Accounting Standards Board 3 University of Bonn, Germany 3 Banca d'Italia 2 Bank of England 2 Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück> 2 EconWPA 2 European Central Bank 2 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 2 Federal Reserve Bank of San Francisco 2 Frank J. Fabozzi Associates <New Hope, Pa.> 2 Institut für Wirtschaftsforschung Halle (IWH) 2 Institute of European Finance <Bangor, Gwynedd> 2 John F. Welch College of Business, Sacred Heart University 2 School of Economics and Finance, Business School 2 Schweizerische Nationalbank (SNB) 2 Siauliai University 2 Society for Computational Economics - SCE 2 Springer Fachmedien Wiesbaden 2 University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Business Management. 2 Association of Supervisors of Banks of the Americas 1 Associazione Amici della Scuola Normale di Pisa 1 Associazione Tesorieri Istituzioni Creditizie 1 BANCO DE LA REPÚBLICA 1 Bachelier Finance Society 1 Banco Central de la República Argentina 1 Banco Central do Brasil 1 Banco de la Republica de Colombia 1 Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System 1 C.E.P.R. Discussion Papers 1 CESifo 1 Center for Capital Market Research, University of Oregon 1
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Published in...
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IMF Working Papers 61 IMF Staff Country Reports 54 Journal of banking & finance 40 NBER working paper series 21 Europäische Hochschulschriften / 5 15 NBER Working Paper 15 Working paper / National Bureau of Economic Research, Inc. 15 Bundesbank Discussion Paper 13 Discussion paper 12 Bank- und finanzwirtschaftliche Forschungen 11 Applied economics 10 IMF working papers 10 Insurance / Mathematics & economics 10 IMF Occasional Papers 9 Journal of economics & business 9 ECB Working Paper 8 IMF working paper 8 Journal of risk management in financial institutions 8 Research paper series / Swiss Finance Institute 8 Risks : open access journal 8 The European journal of finance 8 The journal of fixed income 8 Wiley finance series 8 Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1 7 European financial management : the journal of the European Financial Management Association 7 Kredit und Kapital 7 Staff working papers / Bank of England 7 Working paper series / European Central Bank 7 Working paper series / International Center for Insurance Regulation 7 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 7 Competence Center Finanz- und Bankmanagement : ccfb 6 Deutsche Bundesbank Discussion Paper 6 Discussion paper / Centre for Economic Policy Research 6 Economic modelling 6 ICIR Working Paper Series 6 Journal of financial services research : JFSR 6 MPRA Paper 6 SpringerLink / Bücher 6 Swiss Finance Institute Research Paper 6 BIS quarterly review : international banking and financial market developments 5
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Source
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ECONIS (ZBW) 1,552 RePEc 257 USB Cologne (EcoSocSci) 93 EconStor 60 BASE 10 Other ZBW resources 5
Showing 1 - 10 of 1,977
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Tail sensitivity of US bank net interest margins : a Bayesian penalized quantile regression approach
Fritsch, Nicholas - 2025
Persistent link: https://www.econbiz.de/10015326365
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Bank Asset-Liability Management : A Guide to Managing Interest Rate Risk in the Banking Book for Practitioners, Regulators, and Supervisors in the EU
Tata, Fidelio - 2025
book introduces the most common components of interest rate risk management within a bank's asset-liability management …), and the replicating model. In addition to bridging the gap between widely used general interest rate risk management … changes in the regulatory framework for European banks' management of interest rate risk in the banking book (IRRBB …
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Preview
Persistent link: https://www.econbiz.de/10015192825
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Interest rate risk in banking
DeMarzo, Peter M.; Krishnamurthy, Arvind; Nagel, Stefan - 2024
We develop a framework to estimate bank franchise value. Contrary to existing models, sticky deposits and low deposit rate betas do not imply negative duration. While operating costs could generate negative duration, they are offset by fixed interest rate spreads from lending activity....
Persistent link: https://www.econbiz.de/10015178425
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Multiple yield curve modeling and forecasting using deep learning
Richman, Ronald; Scognamiglio, Salvatore - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 463-494
Persistent link: https://www.econbiz.de/10015154556
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Optimal defined-contribution pension management with financial and mortality risks
Li, Wenyuan; Wei, Pengyu - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 546-568
Persistent link: https://www.econbiz.de/10015154561
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Optimal annuitization under stochastic interest rates
Dillschneider, Yannick; Maurer, Raimond; Schober, Peter - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 626-651
Persistent link: https://www.econbiz.de/10015154568
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Interest rate risk at US credit unions
Rosenberger, Grant E.; Zimmerman, Peter - 2024
Persistent link: https://www.econbiz.de/10014515975
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Interest rate risk in banking
DeMarzo, Peter M.; Krishnamurthy, Arvind; Nagel, Stefan - 2024
Persistent link: https://www.econbiz.de/10015187706
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The influence of negative interest rates on life insurance companies
Grochola, Nicolaus - 2023 - This version: November 2023
Between 2016 and 2022, life insurers in several European countries experienced negative longterm interest rates, which put pressure on their business models. The aim of this paper is to empirically investigate the impact of negative interest rates on the stock performance of life insurers. To...
Persistent link: https://www.econbiz.de/10014427308
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Measuring interest rate risk management by financial institutions
Brunetti, Celso; Foley-Fisher, Nathan; Verani, Stéphane - 2023 - This version: August 2023
Persistent link: https://www.econbiz.de/10014388464
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