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Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019 - This version: June 2019
comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10012040065
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019
comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10011975602
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Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum; Yameen, Mohammad - In: Journal of economic surveys 38 (2024) 1, pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Shareholder value creation using asset yield swap contracts
Flesch, Ádám - In: Acta oeconomica : periodical of the Hungarian Academy … 59 (2009) 3, pp. 261-288
Persistent link: https://www.econbiz.de/10003883724
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Managing price risk in volatile grain markets, issues and potential solutions
McKenzie, Andrew M.; Kunda, Eugene L. - In: Journal of agricultural and applied economics 41 (2009) 2, pp. 353-362
Persistent link: https://www.econbiz.de/10003889912
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The financial instruments for risk management on the international financial markets
Hagiu, Alina - In: Acta Universitatis Danubius / Oeconomica (2008) 1, pp. 139-147
Persistent link: https://www.econbiz.de/10003940337
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Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
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Market timing, maturity mismatch, and risk management : evidence from the banking industry
Ruprecht, Benedikt; Entrop, Oliver; Kick, Thomas; … - 2013
compliance with the interest rate risk regulation. Although hedging motives dominate, we find selective hedging behavior in swap …-balance-sheet exposure and interest rate swap use. Our findings show that both decisions are substitute risk management strategies. A higher … swap use. Exogeneity tests indicate that both decisions are only endogenous to each other for banks that start using swaps …
Persistent link: https://www.econbiz.de/10010248947