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An Analysis of the Interest Rate Risk of the Federal Reserve's Balance Sheet, Part 1 : Background and Historical Perspective
Anderson, Alyssa G.; Na, Dave; Schlusche, Bernd; … - 2022
As part of its implementation of monetary policy, the Federal Reserve (Fed) holds Treasury securities and agency mortgage-backed securities (MBS) in the System Open Market Account (SOMA). The market value of these securities and the Fed's income fluctuate with changes in interest rates. As such,...
Persistent link: https://www.econbiz.de/10014080125
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Reducing complexity in reporting financial instruments under IFRS : proposed reforms concerning hedge accounting
Vollrath, Kristin; Schöning, Stephan - 2011
Persistent link: https://www.econbiz.de/10013436395
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Erfassung und Beurteilung des Zinsänderungsrisikos aus Bankensicht
Dürr, Wolfgang - 1984
Persistent link: https://www.econbiz.de/10013410210
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Bank balance sheet risk allocation
Júdice, Pedro; Zhu, Qiji Jim - In: Journal of banking & finance 133 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
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The application of interest rate risk regulation on the Czech and Slovak banking sectors
Džmuráňová, Hana - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 3, pp. 211-230
Persistent link: https://www.econbiz.de/10012500097
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National bank window dressing, 1866 - 1871
Hoag, Christopher - In: Accounting history review 25 (2015) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10011300279
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Controlling & managing interest rate risk
Cornyn, Anthony G. (contributor) - 1997
Persistent link: https://www.econbiz.de/10004350745
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Interest rate risk models : theory and practice
Cornyn, Anthony G. (contributor) - 1997
Persistent link: https://www.econbiz.de/10004351959
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Perspectives on interest rate risk management for money managers and traders
Fabozzi, Frank J. (contributor) - 1998
Persistent link: https://www.econbiz.de/10004214347
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Off-balance sheet activities
Ronen, Joshua (contributor) - 1990
Persistent link: https://www.econbiz.de/10004107147