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~subject:"Derivative"
~subject:"Interest rate"
~subject:"Zins"
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188
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46
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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ECONIS (ZBW)
75
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1
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://www.econbiz.de/10013435250
Saved in:
2
Interest and credit risk management in German banks
Dräger, Vanessa
;
Heckmann, Lotta
;
Memmel, Christoph
- In:
German economic review : GER
22
(
2021
)
1
,
pp. 63-95
Persistent link: https://www.econbiz.de/10012507117
Saved in:
3
Usefulness of interest income sensitivity disclosures
Cheng, Mei
;
Hodder, Leslie D.
;
Watkins, Jessica
- In:
The accounting review : a publication of the American …
96
(
2021
)
1
,
pp. 117-146
Persistent link: https://www.econbiz.de/10012439365
Saved in:
4
On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza
;
Prigent, Jean-Luc
- In:
Computational economics
62
(
2023
)
3
,
pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
Saved in:
5
Proposal for calculating regulatory capital requirements for reverse mortgages
Fuente, Iván de la
;
Navarro Arribas, Eliseo
;
Serna, …
- In:
Socio-economic planning sciences : the international …
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014380377
Saved in:
6
Evaluating the validity of regulatory
interest
rate
risk
measures : a simulation approach
Claußen, Catharina
;
Platte, Daniel
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
Saved in:
7
Banks' net interest income from maturity transformation and other interest income : communicating vessels?
Chaudron, Raymond F. D. D.
;
Haan, Leo de
;
Hoeberichts, Marco
- In:
Journal of financial services research
63
(
2023
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10014227678
Saved in:
8
Balance-sheet
interest
rate
risk
: a weighted Lp approach
Gajek, Lesław
;
Krajewska, Elzbieta
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10011980294
Saved in:
9
Interest rate derivatives and risk exposure : evidence from the life insurance industry
Liu, Hui-Hsuan
;
Chang, Ariana
;
Shiu, Yung-Ming
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012659093
Saved in:
10
Interest rate exposure of European insurers
Jareño, Francisco
;
Tolentino, Marta
;
González Pérez, …
- In:
International journal of the economics of business
27
(
2020
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10012253834
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