liquidity riskrational policyholder runinverse stress testThis paper challenges the view that banks and life insurers naturally differ with regard to liquidity risk and interest rate risk. We argue that life insurancedoi:10.2139/ssrn.2766999Mark Feodoria...
The researchers conclude that Chinese commercial banks are currently exposed to considerable interest rate risk, the exposure of medium-sized commercial banks being much larger than the exposure of larger banks, and that interest rate risk mitigation will become a strategic focus of private commercial ...
Insurance&Risk MitigationEconomic Theory&ResearchMacroeconomic ManagementEconomic StabilizationEconomic Theory&ResearchBanks&Banking ReformEnvironmental Economics&PoliciesThe author sets out a methodology for analyzing episodes of high real interest rates in emerging market economies. He reviews the literature on ...
a不是,一般 General[translate] ain many companies, interest rate risk management and the use of derivatives has little to do with textbook hedging. 在許多公司中,利率風險管理和對衍生物的用途有一點做與課本樹籬。[translate]
Identifying policies that are in place to address such risks, Testing procedures and controls in place to ensure that the policies are being adhered to, Implementing risk mitigation tools, actions to reduce the risk, Remediating actions when controls do not appear to be working....
Contents 02 Introduction 03 Capital Adequacy 10 Capital Structure 11 Risk Management 12 Credit Risk 39 Securitization 39 Market Risk 40 Operational Risk 41 Equity Exposures in the Banking Book 42 Interest Rate Risk/ Rate of Return Risk in the Banking Book (IRR...
Modeling of Interest-Rate Term Structures under Collateralization and its Implications 来自 Semantic Scholar 喜欢 0 阅读量: 38 作者:M Fujii,A Takahashi 摘要: In recent years, we have observed dramatic increase of collateralization as an important credit risk mitigation tool in over the counter (OTC...
Technology innovation risk mitigation and organizational strategy: A balanced framework for technology managers encompasses the ability of organizations to effectively manage the intersection of the creation and life cycle of technological innovations and business ... AM Graham,J Rogers - Technology Managemen...
We show that, without an interest-rate intervention, the bank-ing system faces the risk of collapsing. When interventions are aimed only at avoiding a banking collapse, the economy converges to a consumption trap with certainty. In the consumption trap, bank savings are entirely needed to cover...
Risk Mitigation For Institutions Paying Floating Rates During an Interest Rate Surge If interest rates surge unexpectedly—like during a financial crisis—a company paying floating rates in a swap could face a severe financial cost. For example, during the 1980s savings and loan crisis, some compan...