Bank interest rate risk management
Year of publication: |
2019
|
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Authors: | Vuillemey, Guillaume |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 12, p. 5933-5956
|
Subject: | interest rate risk | derivates | bank capital structure | hedging | Zinsrisiko | Interest rate risk | Hedging | Derivat | Derivative | Bankrisiko | Bank risk | Kapitalstruktur | Capital structure | Bank | Bilanzstrukturmanagement | Asset-liability management | Risikomanagement | Risk management | Theorie | Theory | Bankenregulierung | Bank regulation |
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