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Year of publication
Subject
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Interest rate risk 1,378 Zinsrisiko 1,330 Theorie 498 Theory 495 Risikomanagement 335 Zins 308 interest rate risk 301 Interest rate 299 Risk management 263 Bank 219 Zinsänderungsrisiko 203 Zinsstruktur 194 Yield curve 191 Hedging 186 Credit risk 178 Portfolio selection 176 Portfolio-Management 176 USA 174 United States 173 Bankrisiko 165 Bank risk 163 Kreditrisiko 158 Deutschland 149 Germany 139 Schätzung 119 Estimation 117 Währungsrisiko 117 bonds 94 bond 93 financial system 93 financial markets 92 Exchange rate risk 91 financial institutions 90 Anleihe 86 Bilanzstrukturmanagement 85 Bond 85 Derivat 85 Derivative 85 Risk premium 78 Asset-liability management 75
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Online availability
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Free 608 Undetermined 176
Type of publication
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Book / Working Paper 1,023 Article 751
Type of publication (narrower categories)
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Article in journal 564 Aufsatz in Zeitschrift 564 Graue Literatur 284 Non-commercial literature 284 Working Paper 276 Arbeitspapier 235 Hochschulschrift 144 Aufsatz im Buch 110 Book section 110 Thesis 109 Dissertation u.a. Prüfungsschriften 45 Bibliografie enthalten 39 Bibliography included 39 Lehrbuch 22 Textbook 21 Collection of articles of several authors 17 Sammelwerk 17 Article 8 Aufsatzsammlung 8 Collection of articles written by one author 8 Sammlung 8 Glossar enthalten 7 Glossary included 7 Handbook 6 Handbuch 6 Konferenzschrift 6 Conference proceedings 5 Conference paper 3 Forschungsbericht 3 Konferenzbeitrag 3 Systematic review 3 Übersichtsarbeit 3 Commentary 2 Kommentar 2 Mehrbändiges Werk 2 Multi-volume publication 2 Accompanied by computer file 1 Advisory report 1 Amtsdruckschrift 1 Beispielsammlung 1
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Language
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English 1,154 German 368 Undetermined 193 Spanish 22 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 35 Wilkens, Marco 22 Wiedemann, Arnd 20 Berdin, Elia 17 Entrop, Oliver 15 Fabozzi, Frank J. 12 Broll, Udo 11 Thesmar, David 11 Drehmann, Mathias 10 Landier, Augustin 10 Gründl, Helmut 9 Söderlind, Paul 9 Verdelhan, Adrien 9 Vuillemey, Guillaume 9 Gabrisch, Hubert 8 Guin, Benjamin 8 Lioui, Abraham 8 Sommer, Daniel 8 Sraer, David 8 Alessandri, Piergiorgio 7 Basten, Christoph 7 Drechsler, Itamar 7 Hull, John 7 Jaenicke, Johannes 7 Lustig, Hanno 7 Magnani, Marco 7 Nawalkha, Sanjay K. 7 Pancaro, Cosimo 7 Reuse, Svend 7 Rolfes, Bernd 7 Savov, Alexi 7 Schnabl, Philipp 7 Alvarez, Luis H. R. 6 Bessler, Wolfgang 6 Kok Sørensen, Christoffer 6 Koskela, Erkki 6 Menegatti, Mario 6 Poncet, Patrice 6 Ruprecht, Benedikt 6 Schlögl, Erik 6
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Institution
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International Monetary Fund (IMF) 121 International Monetary Fund 59 Basel Committee on Banking Supervision 14 National Bureau of Economic Research 14 Deutsche Bundesbank 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Federal Reserve Board (Board of Governors of the Federal Reserve System) 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 Federal Reserve Bank of San Francisco 2 Finance Discipline Group, Business School 2 Frank J. Fabozzi Associates <New Hope, Pa.> 2 Institut für Wirtschaftsforschung Halle (IWH) 2 Institute of European Finance <Bangor, Gwynedd> 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 do Brasil 1 Banco de la Republica de Colombia 1 C.E.P.R. Discussion Papers 1 CESifo 1 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Conference on Asset-Liability Management with Ultra-Low Interest Rates <2015, Wien> 1 Credit Suisse / Economic Research 1 De Gruyter Oldenbourg 1
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Published in...
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IMF Working Papers 59 IMF Staff Country Reports 52 Journal of banking & finance 37 Working paper / National Bureau of Economic Research, Inc. 16 Europäische Hochschulschriften / 5 15 NBER working paper series 14 Bundesbank Discussion Paper 13 Bank- und finanzwirtschaftliche Forschungen 12 Applied economics 10 Discussion paper / Deutsche Bundesbank 10 IMF Occasional Papers 9 Insurance / Mathematics & economics 9 Journal of economics & business 9 NBER Working Paper 9 Research paper series / Swiss Finance Institute 8 Risks : open access journal 8 The journal of fixed income 8 Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1 7 ECB Working Paper 7 IMF working paper 7 Journal of risk management in financial institutions 7 Kredit und Kapital 7 The European journal of finance 7 Wiley finance series 7 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 7 Competence Center Finanz- und Bankmanagement : ccfb 6 Discussion paper / Centre for Economic Policy Research 6 Economic modelling 6 European financial management : the journal of the European Financial Management Association 6 IMF working papers 6 Journal of financial services research : JFSR 6 Working paper series / European Central Bank 6 Working paper series / International Center for Insurance Regulation 6 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 5 Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung 5 Economics letters 5 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 5 ICIR Working Paper Series 5 Journal of international money and finance 5 Journal of monetary economics 5
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Source
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ECONIS (ZBW) 1,381 RePEc 241 USB Cologne (EcoSocSci) 93 EconStor 49 BASE 10
Showing 1 - 50 of 1,774
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On the diversification of fixed income assets
Le Courtois, Olivier - In: Risks : open access journal 10 (2022) 2, pp. 1-21
This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional investors in most countries, it is...
Persistent link: https://ebtypo.dmz1.zbw/10012806470
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Effect of interest rate risk on financial performance the mediating role of banking security degree : evidence from the financial sector in Jordan
Al-Slehat, Zaher Abdel Fattah - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 23 (2022) 1, pp. 165-174
The current study aims to determine the effect of interest rate risk on financial performance through the banking security degree as a mediating variable. The study population includes 13 Jordanian commercial banks from 2011 to 2018. To achieve the current study objectives, a descriptive and...
Persistent link: https://ebtypo.dmz1.zbw/10013206247
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Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
Foos, Daniel; Lütkebohmert-Holtz, Eva; Markovych, Mariia; … - In: European financial management : the journal of the … 28 (2022) 4, pp. 883-925
Persistent link: https://ebtypo.dmz1.zbw/10013415731
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How do life insurers respond to a prolonged low interest rate environment? : a literature review
Suwanmalai, Wilaiporn; Zaby, Simon - In: Risks : open access journal 10 (2022) 8, pp. 1-16
Life insurers, whose contractual liabilities include providing minimum guaranteed interest rates to policyholders, are significantly affected by persistently low interest rates. Hence, this study reviews the literature on the prolonged low interest rate environment and its impact on the life...
Persistent link: https://ebtypo.dmz1.zbw/10013368257
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Optimal cross-currency mortgage decisions
Lütkebohmert-Holtz, Eva; Falk, Thorsten; Zhu, Tianjiao - In: International journal of theoretical and applied … 25 (2022) 3, pp. 1-31
Persistent link: https://ebtypo.dmz1.zbw/10013371057
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The effect of investment risks on stock return in the agricultural sector
Sadikin, Ali; Dalimunthe, Fahmi Roy - In: International Journal of Research in Business and … 10 (2021) 6, pp. 189-197
Persistent link: https://ebtypo.dmz1.zbw/10012659334
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Exploring the market risk profiles of U.S. and European life insurers
Grochola, Nicolaus; Browne, Mark Joseph; Gründl, Helmut; … - 2021
Market risks account for an integral part of life insurers' risk profiles. This paper explores the market risk sensitivities of insurers in two large life insurance markets, namely the U.S. and Europe. Based on panel regression models and daily market data from 2012 to 2018, we analyze the...
Persistent link: https://ebtypo.dmz1.zbw/10012624933
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Immunization strategies for funding multiple inflation-linked retirement income benefits
Simões, Cláudia; Oliveira, Luís; Bravo, Jorge Miguel … - In: Risks : open access journal 9 (2021) 4, pp. 1-28
Protecting against unexpected yield curve, inflation, and longevity shifts are some of the most critical issues institutional and private investors must solve when managing post-retirement income benefits. This paper empirically investigates the performance of alternative immunization strategies...
Persistent link: https://ebtypo.dmz1.zbw/10012508594
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Interest rate risk and monetary policy normalisation in the euro area
Molyneux, Philip; Pancotto, Livia; Reghezza, Alessio; … - 2020
In the current low interest rate environment in the euro area there is potential for a sudden increase in interest rates and heightened interest rate risk (IRR). By using a sample of 81 euro area banks during the period 2014Q4-2018Q1 and a confidential supervisory measure of IRR, this paper...
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Persistent link: https://ebtypo.dmz1.zbw/10012318814
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Performance of maturity transformation strategies
Schmidhammer, Christoph; Hille, Vanessa; Wiedemann, Arnd - 2020
This paper analyses theperformance ofmaturity transformation strategiesduring a period of high and low interest rates. Based on German government bond yieldsfrom September 1972 to May 2019,we construct a rolling window of bond ladders where long-term assets are financed by short-term...
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Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves
Basten, Christoph; Mariathasan, Mike - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012419657
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The application of interest rate risk regulation on the Czech and Slovak banking sectors
Džmuráňová, Hana - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 3, pp. 211-230
Persistent link: https://ebtypo.dmz1.zbw/10012500097
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Banks' net interest margins and interest rate risk: communicating vessels?
Chaudron, Raymond; Haan, Leo de; Hoeberichts, Marco - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012177609
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Interest and credit risk management in German banks : evidence from a quantitative survey
Dräger, Vanessa; Heckmann-Draisbach, Lotta; Memmel, … - 2020
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
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Persistent link: https://ebtypo.dmz1.zbw/10012160610
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Banks, maturity transformation, and monetary policy
Paul, Pascal - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012182209
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On the diversification of fixed income assets
Le Courtois, Olivier - In: Risks 10 (2022) 2, pp. 1-21
This article introduces a new approach for dealing with the diversification/concentration risk of fixed income assets. Because Government bonds, corporate bonds, and mortgage backed securities constitute a large proportion of the assets of institutional investors in most countries, it is...
Persistent link: https://ebtypo.dmz1.zbw/10013200922
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Cover Image
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
Foos, Daniel; Lütkebohmert, Eva; Markovych, Mariia; … - In: European Financial Management 28 (2022) 4, pp. 883-925
We investigate the interest rate risk exposures of euro area banks during times of crises and very low interest rates. First, we assess sensitivities of banks' stock prices to changes in the level, slope and curvature of the yield curve using the Bayesian DCC M‐GARCH model. Our findings reveal...
Persistent link: https://ebtypo.dmz1.zbw/10013380592
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Interest Rate Uncertainty and Sovereign Default Risk
Johri, Alok; Khan, Shahed; Sosa‐Padilla, César - 2022
Empirical studies suggest that fluctuations in the level and volatility of the world interest rate (as measured by the US treasury bill rate) affect sovereign spreads in emerging economies. We incorporate an estimated time-varying process for the world interest rate (with both level and...
Persistent link: https://ebtypo.dmz1.zbw/10013405012
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Who Hedges Interest-rate Risk? Implications for Wealth Inequality
Catherine, Sylvain; Miller, Max; Paron, James D.; … - 2022
We present a life-cycle model in which households can invest in short- or long-term assets to hedge against interest-rate risk. Our model matches important stylized facts. First, the share of long-term assets in households' wealth is hump-shaped over the life-cycle. Within cohorts, it increases...
Persistent link: https://ebtypo.dmz1.zbw/10013405930
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Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel; Martellini, Lionel; Milhau, Vincent - In: Financial analysts journal : FAJ 78 (2022) 4, pp. 18-36
Persistent link: https://ebtypo.dmz1.zbw/10013417613
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Effects of financial statement and macroeconomic factors on risk measures of banks in India : panel and decision tree analysis approach
Banerjee, Gaurango; Gupta, Abhimanyu; Das, Abhiman - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 42-55
Persistent link: https://ebtypo.dmz1.zbw/10013460147
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Floating rate notes in high rate environment and the stock market response
Tewari, Manish; Ramanlal, Pradipkumar - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 72-81
Persistent link: https://ebtypo.dmz1.zbw/10013460189
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Interest rate sensitivity of savings accounts
Witzany, Jiří; Diviš, Martin - In: Ekonomický časopis : časopis pre ekonomickú … 70 (2022) 4, pp. 349-367
Persistent link: https://ebtypo.dmz1.zbw/10013461680
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Corporate governance and financial distress in the Indonesia banking sector : an empirical study
Sudiyatno, Bambang; Sudarsi, Sri; Rijanti, Tristiana; … - In: Montenegrin journal of economics 18 (2022) 4, pp. 107-116
Persistent link: https://ebtypo.dmz1.zbw/10013428899
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Monetary policy and risk-taking : evidence from Thai corporate bond markets
Warinthip Worasak; Nuwat Nookhwun; Pongpitch Amatyakul - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013431587
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Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - In: Journal of forecasting 41 (2022) 8, pp. 1559-1569
Persistent link: https://ebtypo.dmz1.zbw/10013465714
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Interest Rate Uncertainty as a Policy Tool
Ghironi, Fabio Pietro; Ozhan, Galip - 2022
We study a novel policy tool—interest rate uncertainty—that can be used to discourage inefficient capital inflows and to adjust the composition of external accounts between short-term securities and foreign direct investment (FDI). We identify the trade-offs faced in navigating between...
Persistent link: https://ebtypo.dmz1.zbw/10013309796
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Market risk management practices of the Indian banking sector : an empirical study
Bezawada Brahmaiah, Ranajee - In: International journal of economics and financial issues … 12 (2022) 3, pp. 68-72
Persistent link: https://ebtypo.dmz1.zbw/10013259413
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Interest Rate Uncertainty as a Policy Tool?
Ghironi, Fabio Pietro; Ozhan, Galip - 2022
We study a novel policy tool–interest rate uncertainty–that may be used to discourage inefficient capital inflows and to adjust the composition of external accounts between short-term securities and foreign direct investment (FDI). Identified interest rate volatility shocks in emerging...
Persistent link: https://ebtypo.dmz1.zbw/10013295015
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How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty
Detmers, Gunda-Alexandra; Nautz, Dieter - 2022
The Reserve Bank of New Zealand guides interest rate expectations of financial markets by projections of future short-term rates that are updated only once a quarter. As a consequence, projections become stale when time evolves and new information enters the market. This paper investigates the...
Persistent link: https://ebtypo.dmz1.zbw/10013300074
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The new supervisory outlier test (SOT) on net interest income (NII) : empirical evidence from a sample of Italian banks
Curcio, Domenico; Gianfrancesco, Igor; Pansini, Annalisa; … - In: Risk management magazine 17 (2022) 3, pp. 42-52
This paper contributes to prior literature and to the current debate concerning the prudential supervisory framework to measure interest rate risk in the banking book (IRRBB), which has been significantly changed on April 2016, when the Basel Committee on Banking Supervision (BCBS) published the...
Persistent link: https://ebtypo.dmz1.zbw/10013501333
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Solvency measurement of life annuity products
Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-26
Persistent link: https://ebtypo.dmz1.zbw/10013189960
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Interest rate risk and monetary policy normalisation in the euro area
Molyneux, Philip; Pancotto, Livia; Reghezza, Alessio; … - In: Journal of international money and finance 124 (2022), pp. 1-15
Persistent link: https://ebtypo.dmz1.zbw/10013435250
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The effect of hedging with financial derivatives on firm value at Indonesia stock exchange
Frensidy, Budi; Mardhaniaty, Tasya Indah - In: Economics and finance in Indonesia : (EFI) 65 (2019) 1, pp. 20-32
Persistent link: https://ebtypo.dmz1.zbw/10012305810
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Financial characteristics of cost of funds indexed loans
Greenfield, Patrick; Hall, Arden - 2019
Two recent articles by Hancock and Passmore (2016) and Passmore and von Hafften (2017) make several suggestions for improving the home mortgage contract to make homeownership more achievable for creditworthy borrowers. Though the proposals in the two papers differ in some aspects, one common...
Persistent link: https://ebtypo.dmz1.zbw/10012058983
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Dealing with low interest rates in life insurance : an analysis of additional reserves in the German life insurance industry
Eckert, Christian - In: Journal of risk and financial management : JRFM 12 (2019) 3/119, pp. 1-19
Interest rates have been very low for several years, which is particularly challenging for life insurers. Since 2001, German life insurers have had to set an additional reserve due to low interest rates to ensure the protection of policyholders. However, the method introduced at that time to...
Persistent link: https://ebtypo.dmz1.zbw/10012029637
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Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12
In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price risk, interest rate risk and longevity risk. We adopt the principle of maximum entropy in risk-neutralisation of these three risk components simultaneously. Our numerical results...
Persistent link: https://ebtypo.dmz1.zbw/10012018623
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The optimum leverage level of the banking sector
Dewasurendra, Sagara; Judice, Pedro; Zhu, Qiji Jim - In: Risks : open access journal 7 (2019) 2/51, pp. 1-30
Banks make profits from the difference between short-term and long-term loan interest rates. To issue loans, banks raise funds from capital markets. Since the long-term loan rate is relatively stable, but short-term interest is usually variable, there is an interest rate risk. Therefore, banks...
Persistent link: https://ebtypo.dmz1.zbw/10012019127
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...
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Persistent link: https://ebtypo.dmz1.zbw/10011975602
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Banking on deposits : maturity transformation without Interest rate risk
Drechsler, Itamar; Savov, Alexi; Schnabl, Philipp - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012174217
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019 - This version: June 2019
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...
Persistent link: https://ebtypo.dmz1.zbw/10012040065
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Interest rate risk of life insurers: Evidence from accounting data
Möhlmann, Axel - In: Financial Management 50 (2021) 2, pp. 587-612
Life insurers are exposed to interest rate risk as their liability side is typically more sensitive to interest rate changes than their asset side. This paper explores why insurers assume this risk using a new accounting-based method to measure the interest rate sensitivity of assets and...
Persistent link: https://ebtypo.dmz1.zbw/10012428756
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Immunization strategies for funding multiple inflation-linked retirement income benefits
Simões, Cláudia; Oliveira, Luís; Bravo, Jorge Miguel … - In: Risks 9 (2021) 4, pp. 1-28
Protecting against unexpected yield curve, inflation, and longevity shifts are some of the most critical issues institutional and private investors must solve when managing post-retirement income benefits. This paper empirically investigates the performance of alternative immunization strategies...
Persistent link: https://ebtypo.dmz1.zbw/10013200729
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Exploring the market risk profiles of U.S. and European life insurers
Grochola, Nicolaus; Browne, Mark Joseph; Gründl, Helmut; … - 2021
Market risks account for an integral part of life insurers' risk profiles. This paper explores the market risk sensitivities of insurers in two large life insurance markets, namely the U.S. and Europe. Based on panel regression models and daily market data from 2012 to 2018, we analyze the...
Persistent link: https://ebtypo.dmz1.zbw/10012626529
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Interest Rate Risk of Savings Accounts
Witzany, Jiri; Divis, Martin - 2021
Interest rate risk measurement and management of non-maturity deposit balances presents a challenge for practitioners and academic researchers as well. The paper provides a review of several methodological approaches focusing on the area of savings accounts rate sensitivity modeling and...
Persistent link: https://ebtypo.dmz1.zbw/10012695539
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Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - 2021
Persistent link: https://ebtypo.dmz1.zbw/10013041373
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What's in the (r)-stars for Korea?
Rafiq, Sohrab - 2021
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Effect of operational and market risk exposures on financial performance of DT-Saccos in Kenya
Mwanja, Sisimonda Kinya - In: International Journal of Research in Business and … 10 (2021) 5, pp. 107-118
Persistent link: https://ebtypo.dmz1.zbw/10012621224
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - 2021 - This version: June 28, 2021
Persistent link: https://ebtypo.dmz1.zbw/10012621334
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Interest rate risk of savings accounts
Witzany, Jiří; Diviš, Martin - 2021
Interest rate risk measurement and management of non-maturity deposit balances presents a challenge for practitioners and academic researchers as well. The paper provides a review of several methodological approaches focusing on the area of savings accounts rate sensitivity modeling and...
Persistent link: https://ebtypo.dmz1.zbw/10012549643
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