ERM Resource |
17/05/2019 |
Continuous focus on interest rate risk: EBA finalizes IRRBB Guideline |
Interest Rate Risk, Interest Rate Risk, Regulation |
ERM Resource |
17/05/2019 |
The new normal |
Interest Rate Risk, Interest Rate Risk, Risk Management Tools and Techniques, Volatility risk, Volatility Risk |
ERM Resource |
17/05/2019 |
The Financial Economics of Hedge Accounting of Interest Rate Risk according to IAS 39 |
Interest Rate Risk, Interest Rate Risk, Risk Management Tools and Techniques |
ERM Resource |
17/05/2019 |
Evaluating the solvency capital requirement of interest rate risk in Solvency II |
Interest Rate Risk, Interest Rate Risk, Regulation |
ERM Resource |
17/05/2019 |
Interest Rate Risk Management in Uncertain Times |
Interest Rate Risk, Interest Rate Risk, Risk Management Tools and Techniques |
ERM Resource |
07/09/2017 |
Risk Optimisation: Finding the Signal in the Noise |
Case study, equity risk, Interest Rate Risk, Monte Carlo Simulations, Optimisation, Risk Optimization |
ERM Resource |
07/09/2017 |
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall |
equity risk, expected shortfall, Interest Rate Risk, Longetivity Risk, Regulation, Solvency Capital Requirement, Solvency II, value-at-risk |
ERM Resource |
07/09/2017 |
The financial risk management of the Eurosystem’s monetary policy operations |
Counterparty Default Risk, credit risk, Economic / Risk Based Capital, eurosystem, Interest Rate Risk, Liquidity Risk, Market Risk, monetary policy, operational risks, risk reporting and monitoring, risks |
ERM Resource |
04/08/2015 |
The Volatility of Low Rates |
history of interest rate volatility, Interest Rate Risk, Japanese rates, log-normal, No category, normal, Swiss rates, Value-At-Risk Back-tests |
ERM Resource |
30/07/2015 |
Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates |
Demographic Risk, Interest Rate Risk, Risk Management Tools and Techniques |
ERM Resource |
30/07/2015 |
Modelling extreme market events |
Extreme, Extreme Event Risk, Interest Rate Risk, market events, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Pricing and Hedging Guaranteed Annuity Options via
Static Option Replication |
Interest Rate Risk, Interest Rates/Derivatives, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Interest rate risk factors in the Australian bond market |
Case Studies, Interest Rate Risk, Interest Rates/Derivatives, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Pricing rate of return guarantees in a heath Jarrow Morton framework |
Interest Rate Risk, Interest Rates/Derivatives, Risk Management Tools and Techniques |
ERM Resource |
29/07/2015 |
Interest Rate Risk Modelling |
Interest Rate Risk, Interest Rates/Derivatives, Risk Management Tools and Techniques |