Interest Rate Risk

Content type Date Sort ascending Title Tags
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 Low interest rates and the challenges for long-term Eurozone investors Interest Rate Risk, Interest Rate Risk, Risk Management Tools and Techniques
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 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