Similar Search Results

Risk management : approaches for fixed income markets

Golub, Bennett W.; Tilman, Leo M. - 2000

Persistent link: https://www.econbiz.de/10001463221

Measuring plausibility of hypothetical interest rate shocks

Golub, Bennett W.; Tilman, Leo M. - In: Interest rate, term structure, and valuation modeling, (pp. 295-312). 2002

Persistent link: https://www.econbiz.de/10001734179

Measuring Yield Curve Risk Using Principal Components Analysis, Value at Risk, and Key Rate Durations

Golub, Bennett W.; Tilman, Leo M. - In: The journal of portfolio management : a publication of … 23 (1997) 4, pp. 72-84

Persistent link: https://www.econbiz.de/10007369681

Financial Darwinism : create value or self-destruct in a world of risk

Tilman, Leo M. - 2009

Persistent link: https://www.econbiz.de/10004930287

Financial Darwinism : create value or self-destruct in a world of risk

Tilman, Leo M. - 2009

Persistent link: https://www.econbiz.de/10003725825

Approaches for measuring the duration of mortgage-related securities

Golub, Bennett W. - In: The handbook of mortgage-backed securities, (pp. 823-855). 2006

Persistent link: https://www.econbiz.de/10003274041

Measuring plausibility of hypothetical interest rate shocks

Golub, Bennet W.; Tilman, Leo M. - In: Advanced bond portfolio management : best practices in …, (pp. 249-266). 2006

Persistent link: https://www.econbiz.de/10003280215

Asset/liability management of financial institutions : maximizing shareholder value through risk-conscious investing

Tilman, Leo M. (contributor) - 2003

Persistent link: https://www.econbiz.de/10009582379

Asset liabiliy management of financial institutions : maximising shareholder value through riskconscious investing

Tilman, Leo M. (contributor) - 2003

Persistent link: https://www.econbiz.de/10004462020

Long‐Term Economic and Market Trends and Their Implications for Asset/Liability Management of Insurance Companies

GILLES, CHRISTIAN; RUBIN, LARRY; RYDING, JOHN; TILMAN, … - In: The Journal of Risk Finance 4 (2003) 2, pp. 5-18

Assumptions regarding long‐term expected returns have significant implications for asset/liability management of financial institutions. This article questions the validity of common assumptions regarding long‐term expected returns that are employed by financial institutions, in particular...

Persistent link: https://www.econbiz.de/10014901659