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~subject:"Interest rate risk"
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Interest rate risk
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Martin, Michael
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Internal models for deposits : effects on banks' capital and interest rate risk of assets
Dal Borgo, Mariela
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013401973
Saved in:
2
Assessing the model risk with respect to the interest rate term structure under Solvency II
Martin, Michael
- In:
Journal of Risk Finance
14
(
2013
)
May
,
pp. 200-233
applies the model of Gatzert and Martin for introducing a partial
internal
model
for the market risk of bond exposures. After …
Persistent link: https://www.econbiz.de/10010709785
Saved in:
3
Assessing the model risk with respect to the interest rate term structure under Solvency II
Martin, Michael
- In:
Journal of Risk Finance
14
(
2013
)
May
,
pp. 200-233
applies the model of Gatzert and Martin for introducing a partial
internal
model
for the market risk of bond exposures. After …
Persistent link: https://www.econbiz.de/10010691543
Saved in:
4
Assessing the model risk with respect to the interest rate term structure under Solvency II
Martin, Michael
- In:
The Journal of Risk Finance
14
(
2013
)
3
,
pp. 200-233
applies the model of Gatzert and Martin for introducing a partial
internal
model
for the market risk of bond exposures. After …
Persistent link: https://www.econbiz.de/10014902110
Saved in:
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