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Yield Elasticity: A New, Objective Measure of Interest-Rate Risk
CFA Digest
◽
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
◽
Rate Risk
Download Full-text
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Hedging against Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization
CFA Digest
◽
10.2469/dig.v27.n4.179
◽
1997
◽
Vol 27
(4)
◽
pp. 66-67
Keyword(s):
Interest Rate
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Interest Rate Risk
◽
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
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◽
pp. 91-104
◽
Cited By ~ 1
Author(s):
Leslaw Gajek
◽
Elzbieta Krajewska
Keyword(s):
Interest Rate
◽
Balance Sheet
◽
Interest Rate Risk
◽
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
◽
Rate Risk
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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
◽
Long Run
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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
◽
Cited By ~ 3
Author(s):
Christoph Basten
◽
Benjamin Guin
◽
Catherine Koch
Keyword(s):
Interest Rate
◽
Interest Rate Risk
◽
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
◽
Rate Risk
Download Full-text
Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging
SSRN Electronic Journal
◽
10.2139/ssrn.472521
◽
2004
◽
Cited By ~ 8
Author(s):
Levent Guntay
◽
Nagpurnanand R. Prabhala
◽
Haluk Unal
Keyword(s):
Interest Rate
◽
Interest Rate Risk
◽
Supply Side
◽
Callable Bonds
◽
Rate Risk
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An Integrated System for the Management of Interest Rate Risk
SSRN Electronic Journal
◽
10.2139/ssrn.512529
◽
1995
◽
Cited By ~ 1
Author(s):
Emilio Barone
◽
Antonio Braghò
Keyword(s):
Interest Rate
◽
Interest Rate Risk
◽
Integrated System
◽
Rate Risk
Download Full-text
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