Mind the Income Gap - Partial Hedging of Interest Rate Risk within Banks' Business Model

SSRN Electronic Journal ◽

10.2139/ssrn.3905888 ◽

2021 ◽

Author(s):

Daniel Platte ◽

Fabian Wening

Keyword(s):

Interest Rate ◽

Business Model ◽

Interest Rate Risk ◽

Rate Risk ◽

Partial Hedging

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Hedging against Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization

10.2469/dig.v27.n4.179 ◽

1997 ◽

Vol 27 (4) ◽

pp. 66-67

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

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Yield Elasticity: A New, Objective Measure of Interest-Rate Risk

10.2469/dig.v37.n4.4865 ◽

2007 ◽

Vol 37 (4) ◽

pp. 27-28

Author(s):

Brian A. Maris

Keyword(s):

Interest Rate ◽

Objective Measure ◽

Interest Rate Risk ◽

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Balance-sheet interest rate risk: a weighted Lp approach

The Journal of Risk ◽

10.21314/jor.2018.395 ◽

2018 ◽

Vol 21 (1) ◽

pp. 91-104 ◽

Author(s):

Leslaw Gajek ◽

Elzbieta Krajewska

Keyword(s):

Interest Rate ◽

Balance Sheet ◽

Interest Rate Risk ◽

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Interest Rate Risk Management with Debt Issues: Evidence from a Natural Experiment

SSRN Electronic Journal ◽

10.2139/ssrn.2022886 ◽

2012 ◽

Author(s):

Frederic Deleze ◽

Timo P. Korkeamaki

Keyword(s):

Risk Management ◽

Interest Rate ◽

Natural Experiment ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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Liquidity and Interest Rate Risk of Life Insurers: Sources and Mitigation

SSRN Electronic Journal ◽

10.2139/ssrn.2766999 ◽

2016 ◽

Author(s):

Mark Feodoria ◽

Till FFrstemann

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Life Insurers ◽

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Scenario Generation for Long-Run Interest Rate Risk Assessment

SSRN Electronic Journal ◽

10.2139/ssrn.2828236 ◽

2016 ◽

Author(s):

Robert F. Engle ◽

Guillaume Roussellet

Keyword(s):

Risk Assessment ◽

Interest Rate ◽

Interest Rate Risk ◽

Scenario Generation ◽

Rate Risk ◽

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Factor-Based Tactical Bond Allocation and Interest Rate Risk Management

SSRN Electronic Journal ◽

10.2139/ssrn.3122096 ◽

2019 ◽

Author(s):

Andreas Thomann

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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How Do Banks and Households Manage Interest Rate Risk? Evidence from Mortgage Applications and Bankss Responses

SSRN Electronic Journal ◽

10.2139/ssrn.3192943 ◽

2018 ◽

Author(s):

Christoph Basten ◽

Benjamin Guin ◽

Catherine Koch

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

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Interest Rate Risk in the Banking Book: Management with Discrete-time Affine ℚ Term Structure Models

SSRN Electronic Journal ◽

10.2139/ssrn.3395595 ◽

2019 ◽

Author(s):

Andreas Bloechlinger

Keyword(s):

Interest Rate ◽

Term Structure ◽

Discrete Time ◽

Interest Rate Risk ◽

Term Structure Models ◽

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Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging

SSRN Electronic Journal ◽

10.2139/ssrn.472521 ◽

2004 ◽

Author(s):

Levent Guntay ◽

Nagpurnanand R. Prabhala ◽

Haluk Unal

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Supply Side ◽

Callable Bonds ◽

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