Interest rate risk

Results: 1074



#Item
381Fixed income analysis / Interest rates / Mathematical finance / Fixed income market / Yield curve / Interest / Nominal interest rate / Bond valuation / Bond / Economics / Inflation / Financial economics

An Estimate of the Inflation Risk Premium Using a Three-Factor Affine Term Structure Model

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Source URL: federalreserve.gov

Language: English - Date: 2006-11-21 14:56:36
382Credit union

Interest Rate Risk & Business Development Seminar January 16, 2015 HCUL Education Center • 1654 South King Street, Honolulu Registration Deadline: January 12, 2015

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Source URL: www.hcul.org

Language: English - Date: 2015-01-23 11:35:12
    383United States housing bubble / Mortgage industry of the United States / Mortgage-backed security / Economics / Fixed income securities / Fannie Mae / Swaption / Mortgage loan / Interest rate risk / Financial economics / Finance / Structured finance

    Does Mortgage Hedging Amplify Movements in Long-term Interest Rates?∗ Roberto Perli Federal Reserve Board [removed]

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    Source URL: federalreserve.gov

    Language: English - Date: 2003-09-15 13:42:24
    384Debt / United States housing bubble / Mortgage industry of the United States / Loans / Credit / Credit risk / Mortgage loan / Interest rate / Risk-based pricing / Financial economics / Economics / Finance

    Microsoft Word - risk based pricing paper[removed]doc

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    Source URL: federalreserve.gov

    Language: English - Date: 2003-12-15 12:44:45
    385Inflation / Economic model / Real business cycle theory / Interest rate / Economic growth / Monetary policy / Risk / Finance / Credit risk / Economics / Macroeconomics / Financial crisis

    Global Financial Conditions, Country Spreads and Macroeconomic Fluctuations in Emerging Countries

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    Source URL: federalreserve.gov

    Language: English - Date: 2014-08-01 10:45:02
    386Deflation / Real interest rate / Monetary policy / Federal Reserve System / Yield / Interest rate / United States Treasury security / Federal Open Market Committee / Monetary inflation / Economics / Inflation / Macroeconomics

    Assessing Inflation Expectations and the Risk of Deflation

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2014-12-22 10:00:48
    387Investment / Mathematical finance / Financial services / 401 / Internal Revenue Code / Equity premium puzzle / Pension / Financial risk / Interest rate / Financial economics / Economics / Finance

    Peer Review for Default Investment Safe Harbor Regulation, Proposed by the Department of Labor, Employee Benefits Security Administration, March 2006 Nellie Liang Board of Governors of the Federal Reserve System

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    Source URL: www.dol.gov

    Language: English - Date: 2011-03-18 12:16:03
    388Investment / Stochastic volatility / Implied volatility / Interest rate cap and floor / Volatility / Yield curve / Financial risk / Capital asset pricing model / Insurance / Financial economics / Mathematical finance / Finance

    Microsoft Word - paper02.doc

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    Source URL: federalreserve.gov

    Language: English - Date: 2007-10-29 09:52:23
    389Financial crises / Inflation / Euro / Interest rate / Bond market / Monetary policy / Interest / Bond / Corporate bond / Economics / Economic history / Fixed income market

    Box I.3: Impact of an upward adjustment in long-term benchmark interest rates on the euro-area economy Since early-May 2013, yields of long-term sovereign bonds that are used as a benchmark for risk-free interest rates i

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    Source URL: ec.europa.eu

    Language: English - Date: 2013-11-05 04:05:34
    390Finance / Interest rate / Inflation / Volatility / Bond market / Risk / Euro / Futures contract / Yield curve / Mathematical finance / Economics / Financial economics

    RISK AND THE MACROECONOMY Address by Mr GR Stevens, Deputy Governor, to the 2006 Securities & Derivatives Industry Association Conference, Melbourne, 27 May[removed]I am pleased to be here in Melbourne to take part in you

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    Source URL: www.rba.gov.au

    Language: English - Date: 2009-08-27 02:52:12
    UPDATE