Duration gap

Results: 20



#Item
11Finance / Insurance / Financial services / Pension / Defined benefit pension plan / Duration gap / Interest rate risk / Actuarial science / Life insurance / Financial economics / Economics / Investment

* * Pablo Antolin, Sebastian Schich and Juan Yermo are principal economist, and principal administrators, respectively, in the OECD Directorate for Financial and Enterprise Affairs. Comments from Timothy

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Source URL: www.oecd.org

Language: English - Date: 2014-07-04 13:57:14
12Economics / Financial services / Employment compensation / Insurance / Personal finance / Pension / Duration gap / Fiduciary management / EDHEC Business School / Financial economics / Finance / Investment

An EDHEC Risk and Asset Management Research Centre Publication The European Pension Fund Industry Again Beset by Deficits April 2009

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Source URL: www.edhec-risk.com

Language: English - Date: 2009-05-15 07:31:20
13Fixed income analysis / Financial risk / Corporate finance / Banking / Mathematical finance / Interest rate risk / Bond duration / Duration gap / Option-adjusted spread / Finance / Financial economics / Economics

Examination Handbook 650 Appendix A, Models of Interest Rate Risk, November 1999

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Source URL: www.occ.gov

Language: English - Date: 2012-03-29 16:47:41
14Economics / Liquidity risk / Financial markets / United States housing bubble / Financial institutions / Securitization / Market liquidity / Savings and loan association / Duration gap / Financial economics / Financial risk / Finance

The Quart erly Revi ew The Quarterly Review of Interest Rate Risk of Interest R ate Risk

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Source URL: www.occ.gov

Language: English - Date: 2012-04-13 14:16:39
15Financial institutions / Mathematical finance / Cooperative banking / Savings and loan association / Duration gap / Fair value / Bond duration / Rate of return / Interest rate risk / Finance / Business / Financial economics

The Quart erly Revi ew The Quarterly Review of Interest Rate Risk of Interest R ate Risk

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Source URL: www.occ.gov

Language: English - Date: 2012-04-13 14:16:37
16Financial risk / Banking / Financial ratios / Duration gap / United States housing bubble / Interest rate risk / Bond duration / Asset liability management / Immunization / Finance / Financial economics / Business

11330, Quarterly Review of Interest Rate Risk, Q3 2003, [removed]

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Source URL: www.occ.gov

Language: English - Date: 2012-04-13 14:29:30
17Fixed income analysis / United States housing bubble / Economics / Mortgage-backed security / Structured finance / Bond duration / Duration gap / Savings and loan association / Interest rate risk / Financial economics / Finance / Mortgage industry of the United States

The Quarterly Review Of Interest Rate Risk Volume 7, Issue 3 Third Quarter, 2002

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Source URL: www.occ.gov

Language: English - Date: 2012-04-13 14:29:29
18Business / Investment / Financial risk / Mathematical finance / Interest rate risk / Yield / Duration gap / Bond duration / Net present value / Financial economics / Fixed income analysis / Finance

FDIC: DOS Manual of Exam Policies Market Risk, Section 7.1 Latest Revision Date: April 1998 Section TOC | Home | Index

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Source URL: www.alcopartners.com

Language: English - Date: 2007-10-27 16:22:42
19Financial risk / Financial accounting / Financial markets / Insurance / Valuation / Solvency II Directive / Equity / Duration gap / Mergers and acquisitions / Finance / Financial economics / Business

Microsoft Word[removed]PFS Summary Report CEIOPS - sanitized rev..doc

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Source URL: ec.europa.eu

Language: English - Date: 2012-05-04 03:46:09
20Financial risk / Economics / Monetary policy / Financial ratios / Financial markets / Liquidity risk / Duration gap / Asset liability management / Asset–liability mismatch / Banking / Finance / Financial economics

PDF Document

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Source URL: rbidocs.rbi.org.in

Language: English - Date: 2004-01-20 12:45:16
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