Interest rate risk

Results: 1074



#Item
921Banking / Financial markets / Interest rates / Liquidity risk / Money market / Repurchase agreement / Libor / Euro Interbank Offered Rate / Market liquidity / Financial economics / Finance / Economics

Liquidity risk premia in unsecured interbank money markets

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-03-06 10:35:48
922Euro / Yield curve / Interest rate / Monetary policy / Interest / Bond / Central bank / Deflation / Economics / Inflation / Real interest rate

Inflation risk premia in the term structure of interest rates

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-02-23 08:25:03
923Finance / Interest rates / Overnight indexed swap / Financial risk / Euro Interbank Offered Rate / Liquidity risk / Yield curve / Financial economics / Banking / Economics

Euro money market spreads during the 2007-? financial crisis

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-05-25 04:50:38
924Financial markets / Actuarial science / Mathematical finance / Fixed income market / Bonds / Interest rate / Bond valuation / Yield curve / Bond / Economics / Financial economics / Finance

WO R K I N G PA P E R S E R I E S N O[removed]D E C E M B E R[removed]GOVERNMENT BOND RISK PREMIA AND THE CYCLICALITY

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Source URL: www.ecb.europa.eu

Language: English - Date: 2011-12-20 08:49:10
925Financial economics / Economics / Euro Interbank Offered Rate / Eonia / Libor / Yield curve / Forward rate agreement / Futures contract / Swap rate / Finance / Banking / Interest rates

Estimating risk premia in money market rates

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Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:07
926Ethics / Security / Actuarial science / Economy of the European Union / Risk management / Committee of European Banking Supervisors / Basel Committee on Banking Supervision / IT risk / Stress testing / Bank regulation / Management / Business

EBA/CP[removed]2013 Consultation Paper On revision of the ‘Guidelines on Technical aspects of the management of interest rate risk arising from non trading activities in the context of the supervisory review

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-26 08:52:21
927Financial markets / Futures contract / Derivative / Hedge / Interest rate swap / Credit risk / Repurchase agreement / Option / Swap / Financial economics / Finance / Economics

Nr. 215 Translation from the Icelandic April 2007 RULES on the Capital Requirement and Risk Weighted Assets

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Source URL: en.fme.is

Language: English - Date: 2012-05-22 05:48:12
928Mathematical finance / Finance / Interest rate risk / Money / Economic model / Interest rate / Federal funds rate / Minimum capital requirement / Financial economics / Financial risk / Banking

Interest-Rate-Risk Management: Addressing the Aftershock By Robert F. Muth, CFP Principal, BankLogic.Net, CPAs & Consultants These past four years have produced an exaggerated interest shock environment that has undoubte

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Source URL: www.banklogic.net

Language: English - Date: 2007-07-18 14:44:51
929Investment / Financial risk / Banking / Insurance / Financial services / Hedge / Asset–liability mismatch / Interest rate risk / Asset liability management / Financial economics / Finance / Economics

SPONSORED REPORT LIABILITY-DRIVEN INVESTMENTS REPORT How LDI Strategies Are Helping Close the Pension Funding Gap

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Source URL: www.lyxor.com

Language: English - Date: 2014-05-14 05:37:02
930Fixed 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: www.federalreserve.gov

Language: English - Date: 2006-11-21 14:56:36
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