نتائج البحث

Modeling Interest Rate Risk in the Banking Book

• Authors : Ulmgren, Måns

Subjects: applied mathematics; IRRBB; Nelson Siegel

تفاصيل العنوان

Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

• Authors : Hulström, Gabriella

Subjects: Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk

تفاصيل العنوان

New computing architectures meet 'interest rate risk in the banking book'

• Authors : Hauf, Patrick; Trummer, Stefan

Subjects: 332: Finanzwirtschaft; Beitrag in Magazin oder Zeitung; Text

تفاصيل العنوان

Are low interest rates firing back? Interest rate risk in the banking book and bank lending in a rising interest rate environment

• Authors : Coulier, Lara; Pancaro, Cosimo; Reghezza, Alessio

Subjects: ddc:330; E51; E52

تفاصيل العنوان

Banking risk 55: IRRBB: Interest rate risk in the banking book

• Authors : Vesna Matic

Subjects: standardized framework; economic value of equity; HG1-9999

• Source: Bankarstvo, Vol 46, Iss 3, Pp 142-145 (2017)

تفاصيل العنوان

An economic capital model integrating credit and interest rate risk in the banking book

• Authors : Drehmann, Mathias; Alessandri, Piergiorgio

Subjects: Economic capital; ddc:330; asset and liability management, credit risk, Economic capital, Interest Rate Risk, risk management

• Source: Journal of Banking & Finance. 34:730-742

تفاصيل العنوان

Risposta di AIFIRM al consultative document 'Interest rate risk in the banking book' del Comitato di Basilea sulla vigilanza bancaria

• Authors : CURCIO, DOMENICO; Gianfrancesco, Igor

Subjects: Interest rate risk, Banking Book, Prudential supervision; Banking Book; Prudential supervision

تفاصيل العنوان

Management of interest rate risk in the banking book of Australian credit unions and building societies.

• Authors : Hotham, John Patrick

Subjects: Interest rate risk; Credit unions -- Australia; master thesis

تفاصيل العنوان

Interest rate risk in the banking book

• Authors : Beekmans, J.P.M.; Beekmans, J.P.M.

Subjects: econometrie; operations research; Master thesis

• Source: Master thesis; Degree granted by Tilburg University. Econometrie en Operations Research; Supervisor(s): B. Melenberg, G.-J. van Wiggen; vi, 99 p.

تفاصيل العنوان

The new supervisory outlier test (SOT) on net interest income (NII): empirical evidence from a sample of Italian banks

• Authors : Domenico Curcio; Igor Gianfrancesco; Annalisa Pansini

Subjects: net interest income; HD61; interest rate risk in the banking book

• Source: Risk Management Magazine, Vol 17, Iss 3, Pp 42-52 (2022)

تفاصيل العنوان