Add to ORKGExplores the technique of matching asset and liability cash flows, including its applicability to the management of a pension fund. Explains a new procedure for interest rate risk management. Incorporates a study of the Metallgesellschaft case
Since the 70's both the volatility and level of interest rates have risen. This has lead to an incre...
In this paper, we explore the liability funding strategy of a passive portfolio management - cash ma...
This executive summary reports the findings from an investigation into the interest rate risk manag...
ABSTRACT. The business banks make its decisions in the condition of certainty, risk and uncertainty....
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
Shifts in the term structure of interest rates are the major sources of risk to fixed-income portfol...
The functioning of defined benefit plans is a subject to strictly legal regulations related to achie...
Thesis (M.Com. (Economics))--North-West University, Vaal Triangle Campus, 2009.The financial interme...
The world for financial institutions has changed during the last 20 years, and become riskier and mo...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
Interest Rate Variation Risk Potential – a Concept for Managing the Interest Rate Variation Risk of ...
<p>This report shows how to protect themselves against interest rate risk in the example of a compan...
The article provides information on the main reasons and problems of financial risk management in t...
Efficiently managing hedging portfolios on behalf of pension funds is key in achieving the target he...
In the economy of our country, under the influence of the wave of economic crisis, a situation has d...
Since the 70's both the volatility and level of interest rates have risen. This has lead to an incre...
In this paper, we explore the liability funding strategy of a passive portfolio management - cash ma...
This executive summary reports the findings from an investigation into the interest rate risk manag...
ABSTRACT. The business banks make its decisions in the condition of certainty, risk and uncertainty....
The paper provides a theoretical analysis of the interest rate risk in banking through a systemic ap...
Shifts in the term structure of interest rates are the major sources of risk to fixed-income portfol...
The functioning of defined benefit plans is a subject to strictly legal regulations related to achie...
Thesis (M.Com. (Economics))--North-West University, Vaal Triangle Campus, 2009.The financial interme...
The world for financial institutions has changed during the last 20 years, and become riskier and mo...
Immanent part of the banking business is interest rate risk, whose presence significantly affects on...
Interest Rate Variation Risk Potential – a Concept for Managing the Interest Rate Variation Risk of ...
<p>This report shows how to protect themselves against interest rate risk in the example of a compan...
The article provides information on the main reasons and problems of financial risk management in t...
Efficiently managing hedging portfolios on behalf of pension funds is key in achieving the target he...
In the economy of our country, under the influence of the wave of economic crisis, a situation has d...
Since the 70's both the volatility and level of interest rates have risen. This has lead to an incre...
In this paper, we explore the liability funding strategy of a passive portfolio management - cash ma...
This executive summary reports the findings from an investigation into the interest rate risk manag...