Interest Rate Risk of Bonds in the Condition of a Changing Key Rate
Финансы: теория и практика, 2022 The article is devoted to the analysis of the behavior of the interest rate risk of bonds in the conditions of a changing key interest rate. As known, the key rate is an instrument of monetary regulation of the Central Bank of the Russian Federation ...
N. V. Popova
doaj +1 more source
Pengaruh Risiko Pasar terhadap Profitabilitas Perusahaan Subsektor Bank pada Bursa Efek Indonesia
Jurnal Maksipreneur: Manajemen, Koperasi, dan Entrepreneurship, 2018 This study aims to analyze the effect of interest rate risk and exchange rate risk on the profitability of the company sub-sector of the bank in Indonesia Stock Exchange (IDX).
Nawir Mansyur
doaj +1 more source
Risk Assessment of Banks When Interest Rate Hikes [PDF]
SHS Web of ConferencesIn the era of global economic integration, the banking domain stands as a pivotal influence in determining a nation's economic health and stability. This piece explores the mounting significance of appraising banking hazards, especially in the face of ...
Li Jialin
doaj +1 more source
Variance and Interest Rate Risk in Unit-Linked Insurance Policies
Risks, 2020 One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
doaj +1 more source
Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk
Risks, 2014 We investigate a portfolio optimization problem under the threat of a market crash, where the interest rate of the bond is modeled as a Vasicek process, which is correlated with the stock price process.
Tina Engler, Ralf Korn
doaj +1 more source
Analyzing Various Channels of Monetary Policy Transmission Mechanism: The Case of Pakistan
Market Forces, 2022 This paper measures the impact of the interest rate, credit, and risk channel on the monetary policy of Pakistan, based on a data set from 1995 to 2020. It also examines the long-run and the short-run relationship between foreign debt, bank capital, and ...
Saghir Pervaiz Ghauri , Syed Imran Zaman
doaj +1 more source
Ranking the methods to improve asset-liability management in commercial banks of Iran using the hybrid MCDM approach (case study: Tehran branches of Sepah Bank) [PDF]
تصمیم گیری و تحقیق در عملیات, 2023 Purpose: The main objective of this study is to rank methods of improving debt-asset management at branches of Bank Sepah in Tehran.Methodology: Questionnaires were the tool to collect data, and statistical sample is 146 managers and experts of Bank ...
Seyed Fakhreddin Fakhrhosseini +1 more
doaj +1 more source
Interest Rate Risk Management using Duration Gap Methodology [PDF]
Theoretical and Applied Economics, 2008 The world for financial institutions has changed during the last 20 years, and become riskier and more competitive-driven. After the deregulation of the financial market, banks had to take on extensive risk in order to earn sufficient returns.
Dan Armeanu +2 more
doaj +1 more source
Remarks on Interest Rate Risk Management [PDF]
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, 2016 Bank interest and interest rate risk management is a contemporary subject and for socio-economic environment of Romania cause serious consequences in the level of economic development.
Elena-Violeta DRAGOI +1 more
doaj
Interest Swaps in Croatian Banking Possibilities of Application [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2004 The author analyzes interest rate trends in the Republic of Croatia within the period 1992-2003. What are the means of protecting against interest risks have also been subject to analysis, although in practice it very often comes down to setting variable
Antun Jurman
doaj