Showing 1 - 10 of 186
Persistent link: https://www.econbiz.de/10001475995
Persistent link: https://www.econbiz.de/10001617120
Persistent link: https://www.econbiz.de/10003602927
Persistent link: https://www.econbiz.de/10011541828
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
Persistent link: https://www.econbiz.de/10011580741
Persistent link: https://www.econbiz.de/10011644203
Persistent link: https://www.econbiz.de/10011291060
Persistent link: https://www.econbiz.de/10012180696
Persistent link: https://www.econbiz.de/10001656826