Showing 1 - 10 of 23
Persistent link: https://www.econbiz.de/10002110650
Persistent link: https://www.econbiz.de/10002599580
Persistent link: https://www.econbiz.de/10008808966
Persistent link: https://www.econbiz.de/10003326334
In order to provide a tool for risk management improvement and appropriate regulation, a methodology for measuring interest rate risk is applied in this paper. After estimating and simulating the interest rate term structure, the value at risk and expected shortfall are calculated on a...
Persistent link: https://www.econbiz.de/10011392440
Persistent link: https://www.econbiz.de/10001482633
Persistent link: https://www.econbiz.de/10001353663
Persistent link: https://www.econbiz.de/10001270094
Persistent link: https://www.econbiz.de/10001572353
Persistent link: https://www.econbiz.de/10003928748