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Managing interest rate risk in the banking book using an optimisation framework
Bogie, Ozdemir; Gokul, Sudarsana - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 373-390
Persistent link: https://www.econbiz.de/10011663117
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A new season in the risk landscape : connecting the advancement in technology with changes in customer behaviour to enhance the way risk is measured and managed
Gejke, Cecilia - In: Journal of risk management in financial institutions 11 (2017/2018) 2, pp. 148-155
Persistent link: https://www.econbiz.de/10011879472
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Effectively hedging the interest rate risk of wide floating-rate coupon spreads
Schröder, Thomas; Dunbar, Kwamie - In: Journal of risk management in financial institutions 4 (2010/11) 2, pp. 162-179
Persistent link: https://www.econbiz.de/10009154316
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Monetary policy, financial stability and interest rate rules
Di Giorgio, Giorgio; Rotondi, Zeno - In: Journal of risk management in financial institutions 4 (2010/11) 3, pp. 229-242
Persistent link: https://www.econbiz.de/10009271201
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Challenges in implementing a robust rates transfer pricing framework
Ramirez, Juan - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 344-350
Persistent link: https://www.econbiz.de/10011663076
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A deeper understanding of payment shock dynamics
Verma, Nidhi - In: Journal of risk management in financial institutions 10 (2016/2017) 3, pp. 276-281
Persistent link: https://www.econbiz.de/10011800766
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BCBS IRRBB pillar 2 : the new standard for the banking industry
Virreira Zijderveld, Roberto - In: Journal of risk management in financial institutions 10 (2016/2017) 3, pp. 282-288
Persistent link: https://www.econbiz.de/10011800771
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Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 332-346
Persistent link: https://www.econbiz.de/10011531186
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Credit risk term-structures for lifetime impairment forecasting : a practical guide
Skoglund, Jimmy - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 177-195
Persistent link: https://www.econbiz.de/10011670671
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Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet; Perilioglu, Karina - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10011753968