Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10011376282
Persistent link: https://www.econbiz.de/10010405787
Persistent link: https://www.econbiz.de/10010405799
Persistent link: https://www.econbiz.de/10010418468
Persistent link: https://www.econbiz.de/10011754185
Persistent link: https://www.econbiz.de/10013371184
Persistent link: https://www.econbiz.de/10002110650
Persistent link: https://www.econbiz.de/10003326334
Persistent link: https://www.econbiz.de/10008808966
In order to provide a tool for risk management improvement and appropriate regulation, a methodology for measuring interest rate risk is applied in this paper. After estimating and simulating the interest rate term structure, the value at risk and expected shortfall are calculated on a...
Persistent link: https://www.econbiz.de/10011392440