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subject:"Bank risk"
subject:"USA"
~person:"Engle, Robert F."
~person:"Herold, Wolfgang"
~subject:"Risk management"
~type_genre:"Konferenzbeitrag"
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Asset-liability management with ultra-low interest rates, March 11, 2015 : [a conference jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research]
1
Journal of monetary economics
1
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ECONIS (ZBW)
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Asset liability management and interest rate risk in Solvency II : an empirical study
Herold, Wolfgang
;
Wirth, Martin
- In:
Asset-liability management with ultra-low interest …
,
(pp. 71-85)
.
2015
Persistent link: https://www.econbiz.de/10011302884
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2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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