universal bank with investment banking and commercial banking activities. We run simulations for different strategies (fully … restrictive hedge accounting rules, banks cannot adequately portray their best practice risk management activities under Current …

-led growth in this paper. The inherent tension between providing sufficient profit incentive to motivate investment by the …

the face value and can we reliably measure it? To what extent is the economic value sensitive to yield curve changes? In … this paper, we try to answer the above questions. The valuation is performed on yield curve, deposit rate and deposit … (yield curve level versus slope shock) and on the average decay rate. We assess the reliability of the reported point …