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Aufsichtsrechtliche Erfassung des Zinsänderungsrisikos im Bankbuch
Steinberg, Rainer - 2017
Persistent link: https://www.econbiz.de/10011637272
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Prüfung kreditwirtschaftlicher Zinsänderungsrisiken : Kriterien für einen hypothesengestützten Prüfungsansatz
Mantzel, Daniel - 2014
Persistent link: https://www.econbiz.de/10010414970
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Modelling scenario analysis and macro stress-testing
End, Jan-Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - 2006
Persistent link: https://www.econbiz.de/10003391372
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Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen
Eller, Roland (ed.); Gruber, Walter (ed.); Reif, Markus (ed.) - 1999 - 1. Auflage
Persistent link: https://www.econbiz.de/10001379221
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Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis
Staub, Markus - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001381943
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Zinsänderungsrisiko und Bankenaufsicht : Analyse und Weiterentwicklung bankaufsichtsrechtlicher Zinsrisikonormen
Steinberg, Rainer - 1999
Persistent link: https://www.econbiz.de/10001450132
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Asset Liability Management in Indian Banking Industry - With Special Reference to Interest Rate Risk Management in ICICI Bank
Balakrishnan, Charumathi - 2012
Liabilities Management (ALM) Practices with special reference to Interest Rate Risk Management at ICICI Bank” is aimed at … measuring the Interest Rate Risk in ICICI Bank by using Gap Analysis Technique. Using publicly available information, this paper … attempts to assess the interest rate risk carried by the ICICI bank in March 2005, 2006, & 2007. The findings revealed that the …
Persistent link: https://www.econbiz.de/10013115771
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Modeling nonmaturing deposits : a framework for interest and liquidity risk management
Avsar, Emil; Ruimy, Benjamin - In: Journal of risk 24 (2021) 1, pp. 79-106
Persistent link: https://www.econbiz.de/10012816819
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Interest rate risk in the banking book : A closed-form solution for non-maturity deposits
Blöchlinger, Andreas - In: Journal of banking & finance 125 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012819767
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Interest Rate Risk in Banking : A Survey
Vuillemey, Guillaume - 2016
This paper surveys the theoretical and empirical literature on interest rate risk in banking. Theoretically, it considers the origins of interest rate risk and its allocation. Interest rate risk is non-diversifiable and does not originate from the banking sector, but from the potential time...
Persistent link: https://www.econbiz.de/10013002415