Interest rate risk

Results: 1074



#Item
931International Financial Reporting Standards / European System of Central Banks / Bank regulation / Central bank / Internal Ratings-Based Approach / Capital requirement / Federal Reserve System / Operational risk / Business / Finance / Financial regulation / European Central Bank

MFI balance sheet and interest rate statistics and CEBS' guidelines of FINREP and COREP. Bridging reporting requirements - methodological manual, February 2010

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-04-30 10:32:55
932Monetary policy / Economic bubbles / National Asset Management Agency / Central bank / Inflation / Euro / Credit risk / Interest rate / Financial crisis / Economics / Macroeconomics / European Union

Wo r k i n g Pa p e r S e r i e S NO[removed]f e b r u a r y 2013 Non-performing loans What matters in addition to the economic cycle?

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-02-15 08:42:09
933Banking / Central banks / Finance / Interest rates / European System of Central Banks / Euro / Open market operation / Liquidity risk / Federal funds rate / Economics / Macroeconomics / Economic history

193389_BCL_ANNUAL_REPORT_2012_EN.pdf

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Source URL: www.bcl.lu

Language: English - Date: 2013-08-17 08:16:36
934Macroeconomics / Euro / Corporate bond / Yield curve / Economic model / Monetary policy / Interest rate / Interest / Central bank / Economics / Inflation / European Union

Inflation risks and inflation risk premia

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-03-30 09:52:56
935Monetary policy / Banking / Interest rates / Central banks / Economic policy / Liquidity risk / Open market operation / Overnight rate / Bank rate / Macroeconomics / Economics / Money

Quarterly Bulletin 2014 Q2 1 Sterling Monetary Framework Annual Report 2013–14

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2014-06-12 08:28:57
936Options / Investment / Implied volatility / Volatility smile / Volatility / Black–Scholes / Futures contract / Financial risk / Derivative / Financial economics / Mathematical finance / Finance

Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor

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Source URL: www.ecb.europa.eu

Language: English - Date: 2011-10-28 10:31:22
937Financial risk / Foreign exchange market / Interest rate swap / Foreign-exchange option / Hedge / Liquidity risk / Derivative / Exchange rate / Covered interest arbitrage / Financial economics / Finance / Economics

[removed]ACI_DC_syllabus_NEW_EN_(final_Prometric)_13[removed]

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Source URL: www.aciforex.org

Language: English - Date: 2014-02-25 05:19:22
938Options / Swaption / Interest rate swap / Investment / Swap / Bond / Hedge / Futures contract / Interest rates / Financial economics / Finance / Economics

CONSULTATION PAPER ON EBA DRAFT RTS AND ITS ON BENCHMARKING PORTFOLIOS Annex VII.a: EBA proposal for Market Risk benchmark portfolios. 1.

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-05-28 09:39:51
939Financial institutions / Institutional investors / Actuarial science / Insurance / Interest rate / Risk / Monetary policy / Financial economics / Investment / Economics

ESSAYS ON ISSUES THE FEDERAL RESERVE BANK OF CHICAGO

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Source URL: www.chicagofed.org

Language: English - Date: 2014-07-02 17:31:38
940Options / Investment / Implied volatility / Volatility / Swaption / Black–Scholes / Stochastic volatility / Yield curve / Power reverse dual currency note / Financial economics / Mathematical finance / Finance

Assessing the compensation for volatility risk implicit in interest rate derivatives

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-01-31 11:31:50
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