Interest rate risk

Results: 1074



#Item
441111th United States Congress / Dodd–Frank Wall Street Reform and Consumer Protection Act / Late-2000s financial crisis / Presidency of Barack Obama / Systemic risk / United States federal banking legislation / Swap / Derivative / Interest rate swap / Financial economics / Finance / Financial system

Swap Margins -- Board Memo, September 3, 2014

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Source URL: www.federalreserve.gov

Language: English - Date: 2014-09-03 11:52:39
442Finance / Stock market / Market liquidity / Interest rate / Security / Money market / Credit risk / Financial economics / Investment / Financial markets

STRS Money Market Choice Cash Investment Objective The primary investment objective of the STRS Money Market Choice is to obtain a level of current income consistent with the preservation of principal and liquidity. The

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Source URL: www.strsoh.org

Language: English - Date: 2014-07-29 08:47:03
443Occupations / Risk / Emer / Mathematical sciences / Science / Actuarial science / Actuary / Insurance

  3307:[removed]Interest rate and cost calculation for restoration and purchased service. (A) As used in this rule through December 31, 2013 and extending through June 30, 2014 only if

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Source URL: www.strsoh.org

Language: English - Date: 2014-06-27 15:38:49
444Financial markets / Mathematical finance / Actuarial science / Risk premium / Wagering / Bond / Valuation / Futures contract / Interest rate / Financial economics / Economics / Finance

risk_taking_channel_lbh_january_25_2014.dvi

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Source URL: www.princeton.edu

Language: English - Date: 2014-01-25 10:06:01
445Finance / Asset allocation / Late-2000s recession / Inflation / Monetary policy / Financial risk / Interest rate / CPP Investment Board / Collective investment scheme / Economics / Financial economics / Investment

Fiscal 2015 INVESTMENT PLAN June 19, [removed], [removed]

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Source URL: www.strsoh.org

Language: English - Date: 2014-07-01 07:34:12
446Investment / Finance / Personal finance / Employee Retirement Income Security Act / Pension Benefit Guaranty Corporation / Pension Protection Act / Pension / Defined benefit pension plan / Interest rate risk / Financial economics / Economics / Financial services

PRACTICE NOTE DB plan funding in a pension stabilization world Joshua Barbash, ASA, EA, Asset Allocation Strategist

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Source URL: www.russell.com

Language: English - Date: 2014-10-15 11:37:28
447Fixed income market / Mathematical finance / Monetary policy / Financial markets / Yield curve / Interest rate / Risk-neutral measure / Bond / United States Treasury security / Economics / Finance / Financial economics

The Signaling Channel for Federal Reserve Bond Purchases∗ Michael D. Bauer and Glenn D. Rudebusch Federal Reserve Bank of San Francisco Previous research has emphasized the portfolio balance effects of Federal Reserve

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Source URL: www.ijcb.org

Language: English - Date: 2014-08-29 10:02:00
448Financial markets / Repurchase agreement / Interest rates / Securities / Eurex / Collateral management / Interbank lending market / Open market operation / Official bank rate / Financial economics / Finance / Economics

Main features of the repo market in the euro area The use of repos (sale and repurchase agreements) has become widely accepted as a financing and risk mitigation mechanism in the euro area. It has developed into a deep a

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-05-11 06:07:14
449Financial markets / Financial risk / Liquidity risk / United States housing bubble / Derivative / Mark-to-market accounting / Interest rate swap / Repurchase agreement / Market liquidity / Financial economics / Finance / Financial system

Contingent Liquidity Risks: The Case of Derivatives Viral V Acharya NYU-Stern, CEPR and NBER

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Source URL: pages.stern.nyu.edu

Language: English - Date: 2011-05-19 15:20:00
450Fixed income analysis / Interest rates / Mathematical finance / Fixed income market / Yield curve / Bond / Swap rate / Interest rate swap / Libor / Economics / Financial economics / Finance

Articles euro area risk-free interest rates: Measurement Issues, Recent developments and RELEVANCE to monetary policy This article discusses the concept of the risk-free rate, as well as its relevance to the economy in g

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Source URL: www.ecb.europa.eu

Language: English - Date: 2014-07-09 14:47:43
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