Showing 1 - 10 of 175
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/10015165367
Persistent link: https://www.econbiz.de/10008936550
Persistent link: https://www.econbiz.de/10011396811
Persistent link: https://www.econbiz.de/10011643032
Persistent link: https://www.econbiz.de/10011644917