Suchergebnisse - "INTEREST rate risk"

Interest rate uncertainty and savings: evidence from microdata.

Autoren: Khieu, Hoang Huynh, Toan Luu Duc

Quelle: Economics & Business Letters. Dec2025, Vol. 14 Issue 4, p233-242. 10p.

Schlagwörter: *INTEREST rate risk, *WEALTH distribution, *INSURANCE, *INCOME, *PERSONAL finance, *ASSETS (Accounting), HOUSEHOLD surveys

Liability assessment of life insurance companies in regime switching market.

Autoren: Zhao, Dongxu Song, Chaonan

Quelle: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 22, p7210-7229. 20p.

Schlagwörter: *LIFE insurance, *INTEREST rate risk, *VALUATION, *FINANCIAL risk, *LEGAL liability, DEATH rate, LIFE insurance policies

The uncertain exponential Ornstein–Uhlenbeck option pricing model considering interest rate risk: evidence from the Chinese stock options market.

Autoren: Jia, Lifen Li, Dongao Guo, Fengjia

Quelle: Journal of Statistical Computation & Simulation. Oct2025, Vol. 95 Issue 15, p3209-3230. 22p.

Schlagwörter: *INTEREST rate risk, *FINANCIAL markets, *DERIVATIVE securities, *SIMULATION methods & models, ORNSTEIN-Uhlenbeck process, STOCHASTIC differential equations, MAXIMUM likelihood statistics

Financing a service-oriented manufacturer when facing the risk of bankruptcy.

Autoren: Jiang, Zhong-Zhong Feng, Guangqi Guo, Xiaolong et al.

Quelle: International Journal of Production Research. Oct2024, Vol. 62 Issue 20, p7342-7359. 18p.

Schlagwörter: *INTEREST rates, *INTEREST rate risk, *MANUFACTURING industries, *SUPPLY chains, *BUSINESS models

El RIESGO de tipo de interés: Efectos y posibilidades de mitigación.

Autoren: Zapata, Julio Barrero

Quelle: Técnica Contable y Financiera. nov2025, Issue 90, p120-125. 6p.

Schlagwörter: *INTEREST rate risk, *PORTFOLIO diversification, *RISK management in business, *FINANCIAL services industry, *LIABILITIES (Accounting), *MACROECONOMICS, *MONETARY policy, *INVESTMENT management

Measuring the performance of government bond portfolios with index‐based level, slope, and curvature factors.

Autoren: Rohleder, Martin^1,2 (AUTHOR)

Quelle: Review of Financial Economics. Sep2025, p1. 17p. 3 Illustrations.

Schlagwörter: *INTEREST rate risk, *PORTFOLIO performance, *ABNORMAL returns, *EXPECTED returns, *GOVERNMENT securities, *FIXED incomes, *BOND funds

Firma/Körperschaft: UNITED States. Dept. of the Treasury

Nexus Between Interest Rate Risk and Economic Value of Equity of Banks.

Autoren: G., Soundariya David, Treesa Aleena G., Suresh

Quelle: Global Business Review. Aug2025, Vol. 26 Issue 4, p855-875. 21p.

Schlagwörter: *INTEREST rate risk, *BANKING industry, *MONTE Carlo method, *GRANGER causality test, *FINANCIAL performance, *SIMULATION methods & models, BASEL III (2010)

Geografische Kategorien: INDIA

Discovering High-Risk Bank Risk Factors Based on Risk Matrix.

Autoren: Wei, Lu Miao, Xiyuan Jing, Haozhe et al.

Quelle: International Journal of Information Technology & Decision Making. Apr2025, Vol. 24 Issue 3, p743-764. 22p.

Schlagwörter: *LOAN losses, *INTEREST rate risk, *BANK management, *SENTIMENT analysis, *INVESTORS, RISK perception

Uncertain generalized mean reversion interest rate risk model with applications to financial instruments.

Autoren: Li, Xiufang Xiao, Chen Chen, Xiaowei et al.

Quelle: Journal of Industrial & Management Optimization. May2025, Vol. 21 Issue 5, p1-18. 18p.

Schlagwörter: *INTEREST rates, *INTEREST rate risk, *UNCERTAINTY (Information theory), *GOVERNMENT securities, *FINANCIAL instruments

How do banks respond to limits on maturity transformation?

Autoren: Bologna, Pierluigi Galardo, Maddalena

Quelle: Oxford Economic Papers. Apr2025, Vol. 77 Issue 2, p466-489. 24p.

Schlagwörter: *INTEREST rate risk, *REGULATORY reform, *PROFITABILITY, *LIQUIDITY coverage ratio, *BANKING industry, *CROSS selling, *LIQUIDITY (Economics), *FINANCIAL risk

The Variety and Complexity of Today’s.

Autoren: Richards, Douglas B. Finnegan, Erin Presley, Sydney

Quelle: Journal of Financial Service Professionals. Jul2023, Vol. 77 Issue 4, p68-75. 8p.

Schlagwörter: *BUSINESS insurance, *INTEREST rate risk, *LOANS, *LIFE insurance, *INSURANCE premiums, *EQUITY indexed annuities, LIFE insurance policies

Dynamic deposit behaviours in IRRBB: Enhancing risk management through sensitivity analysis.

Autoren: Chen, Chih¹ (AUTHOR)

Quelle: Journal of Risk Management in Financial Institutions. Spring2025, Vol. 18 Issue 2, p134-148. 15p.

Schlagwörter: *INTEREST rates, *INTEREST rate risk, *MARKET capitalization, *ECONOMIC models, *INTEREST income

Long‐term risk with stochastic interest rates.

Autoren: Severino, Federico¹ (AUTHOR) federico.severino@fsa.ulaval.ca

Quelle: Mathematical Finance. Jan2025, Vol. 35 Issue 1, p3-39. 37p.

Schlagwörter: *INTEREST rate risk, *INTEREST rates, *RATE of return, *FIXED-income securities, *DISCOUNTED cash flow

Target benefit pension with longevity risk and stochastic interest rate valuation.

Autoren: Tao, Cheng Rong, Ximin Zhao, Hui

Quelle: Insurance: Mathematics & Economics. Jan2025, Vol. 120, p285-301. 17p.

Schlagwörter: *RISK sharing, *INTEREST rate risk, *INTEREST rates, *ASSET allocation, *PENSION trusts

Monetary Policy, Held-to-Maturity Securities, and Uninsured Deposit Withdrawals.

Autoren: Özlem Dursun-de Neef, H. Ongena, Steven Schandlbauer, Alexander

Quelle: European Accounting Review. Mar2025, p1-26. 26p. 1 Illustration.

Schlagwörter: *FEDERAL funds market (U.S.), *INTEREST rate risk, *BANK investments, *MONETARY policy, *INTEREST rates, *BANK deposits

Transmission of risk to China's construction industry due to international interest rate fluctuations.

Autoren: Zhang, Kai Chen, Lingfei Zhou, Xinmiao

Quelle: Engineering Construction & Architectural Management (09699988). 2025, Vol. 32 Issue 3, p1781-1797. 17p.

Schlagwörter: *INTEREST rate risk, *INTEREST rates, *RISK sharing, *PRICES, *MARKET sentiment

Currency Carry, Momentum, and Global Interest Rate Volatility.

Autoren: Zeng, Ming

Quelle: Journal of Financial & Quantitative Analysis; Mar2025, Vol. 60 Issue 2, p839-873, 35p

Schlagwörter: FOREIGN exchange market, CARRY trades (Foreign exchange), MONEY, INTEREST rates, INTEREST rate futures, INTEREST rate risk, MARKET volatility, FINANCIAL risk

ICICI Pru AMC announces Change in PRC.

Quelle: Ace Analyser: Company News. 10/27/2025, pN.PAG-N.PAG. 1p.

Schlagwörter: *INTEREST rate risk, *INVESTMENT information, *BOND funds, *ASSET management

Firma/Körperschaft: ICICI Prudential Asset Management Co. Ltd.

Dealer balance sheets and bidding behavior in the Bank of England's QE reverse auctions.

Autoren: Boneva, Lena Kastl, Jakub Zikes, Filip

Quelle: Journal of Financial Economics. Dec2025, Vol. 174, pN.PAG-N.PAG. 1p.

Schlagwörter: *QUANTITATIVE easing (Monetary policy), *INTEREST rate risk, *BIDDING strategies, *CASH flow, *BANKING industry, *AUCTIONS, *CAPITAL requirements

Firma/Körperschaft: BANK of England

THE RELATIONSHIP BETWEEN BANKING RISKS UNDER THE CRISIS: EMPIRICAL ASSESSMENT POST-SOVIET COUNTRIES DATA.

Alternate Title: ВЗАЄМОЗВ'ЯЗОК МІЖ БАНКІВСЬКИМИ РИЗИКАМИ В УМОВАХ КРИЗИ: ЕМПІРИЧНА ОЦІНКА ДАНИХ ПОСТРАДЯНСЬКИХ КРАЇН.

Autoren: Cibák, Ľuboš Yermachenko, Volodymyr Kovalov, Anatolii et al.

Quelle: Financial & Credit Activity: Problems of Theory & Practice. 2024, Vol. 6 Issue 59, p37-49. 13p.

Schlagwörter: *FINANCIAL crises, *INTEREST rate risk, *SPREAD (Finance), *FINANCIAL risk, *SYSTEMIC risk (Finance), *CREDIT risk