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Interest rate risk
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31	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
32	Ane Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound Guillaume Roussellet∗ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:30:00 Interest rates Mathematical finance Monetary policy Financial markets Zero lower bound Risk-neutral measure Real interest rate Risk premium Risk Macroeconomics Yield curve Arbitrage
33	42_43 EI GovClinic MayJun08:38_39 EI GovClinic JanFeb:39 Add to Reading List Source URL: www.pensions-institute.org Language: English - Date: 2008-10-01 07:09:20 Actuarial science Pension Longevity risk Annuity Life annuity Interest rate swap Swap Defined benefit pension plan Risk management Actuary Longevity Risk
34	Trusted. Innovative. Scalable. triReduce portfolio compression optimizing leverage ratios and reducing risk triReduce, TriOptima’s award-winning multilateral portfolio compression service for OTC derivatives, is an im Add to Reading List Source URL: www.trioptima.com Language: English - Date: 2016-06-17 09:32:29 Systemic risk Financial markets Interest rate swap Derivative Credit default swap Futures contract Swap Currency swap Forward contract Stock market Basel III Over-the-counter
35	UK Commercial Property Trust Limited 2012 Year End Results Presentation 20 March 2013 Christopher Hill, Non-Executive Chairman, UKCPT Ken McCullagh, Non-Executive Director UKCPT John Robertson, Non-Executive Director UKC Add to Reading List Source URL: www.ukcpt.co.uk Language: English - Date: 2016-08-19 05:56:18 Systemic risk Investment Banking United States housing bubble Swap Interest rate swap Real estate investment trust Net asset value Libor Finance
36	Microsoft PowerPoint - A Primer on the Credit risk of Derivatives .PPT Add to Reading List Source URL: www.faculty.idc.ac.il Language: English - Date: 2006-04-30 05:11:59 Financial markets Derivative Systemic risk Credit risk Swap Interest rate swap Futures contract Margin Mathematical finance Collateral management Over-the-counter
37	Portfolio Manager Insights June 2014 We recently sat down with Darren Harvey and Christopher Joye to engage with them on a more sophisticated level about how they actually go about actively managing Smarter Money Active Add to Reading List Source URL: smitrust.com.au Language: English - Date: 2014-09-23 22:36:15 Financial markets Investment Mathematical finance Financial services Bond Yield curve Fixed income Finance Interest rate Investment management Market liquidity Financial risk
38	http://www.frankfabozzi.com/tutorials/irrm.htm Add to Reading List Source URL: www.frankfabozzi.com Language: English - Date: 2011-01-22 06:57:05 Financial risk Fixed income analysis Convex geometry Hedge Bond duration Futures contract Interest rate future Derivative Interest rate risk Convexity Interest rate swap Immunization
39	Breaking the Spell with Credit-Easing∗ Self-Confirming Credit Crises in Competitive Search Economies Gaetano Gaballo† and Ramon Marimon‡ 29 JanuaryAbstract Add to Reading List Source URL: dl.dropboxusercontent.com Language: English Loans Credit risk Interest rate Securities lending Capital market imperfections Credit rationing
40	thought leaders david malpass // current events One of the key economic challenges for the next U.S. President will be to set a new course for the Federal Reserve. Add to Reading List Source URL: www.encimaglobal.com Language: English - Date: 2016-02-24 13:56:33 Monetary policy Banking Great Recession Systemic risk Inflation Federal Reserve System Financial crisis of 200708 Excess reserves Interest rate Mortgage loan Deflation Fed model

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