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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
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first … 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
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first … 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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Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel - 2016
Persistent link: https://www.econbiz.de/10012384955
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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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Factors impacting the interest rate derivatives usage in Indian commercial banks
Kumar, Dilip - In: Theoretical economics letters 7 (2017) 3, pp. 596-614
Persistent link: https://www.econbiz.de/10011674445
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Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond - In: The journal of futures markets 44 (2024) 4, pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
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Understanding and managing interest rate risk at banks
Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
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Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi - In: The journal of risk model validation 12 (2018) 4, pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
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Valuation and risk management of interest rate derivative securities
Leithner, Stephan - 1992
Persistent link: https://www.econbiz.de/10013417892
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Hedging, market concentration and monetary policy : a joint analysis of gilt and derivatives exposures
Pinter, Gabor; Walker, Danny - 2023
Persistent link: https://www.econbiz.de/10014373716