Showing 1 - 10 of 112
Persistent link: https://www.econbiz.de/10000854892
Persistent link: https://www.econbiz.de/10000856533
Persistent link: https://www.econbiz.de/10003714065
Persistent link: https://www.econbiz.de/10002110720
Persistent link: https://www.econbiz.de/10003947891
Persistent link: https://www.econbiz.de/10003704545
Persistent link: https://www.econbiz.de/10003986126
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/10001609478
Persistent link: https://www.econbiz.de/10001436575