Keywords: ریسک نرخ بهره; F36; G15; G32; Interest rate risk; Euro; Risk management;
مقالات ISI ریسک نرخ بهره (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: ریسک نرخ بهره; Interest rate risk; Banks; Banking book; Hedging; Profitability; D81; E43; G21;
Keywords: ریسک نرخ بهره; Capital structure; Debt structure; Inflation risk; Interest rate risk;
Keywords: ریسک نرخ بهره; G32; Risk management; Interest rate risk; Fixed rate debt; Active hedging; Speculation;
Keywords: ریسک نرخ بهره; C61; G11; G22; Life insurance; Stochastic differential utility; Interest rate risk; Inflation; Elasticity of intertemporal substitution; Risk aversion;
Keywords: ریسک نرخ بهره; G21; E43; G14; Interest rate risk; Banks; Tail exposures; Financial crisis;
Keywords: ریسک نرخ بهره; G21; G28; G32; Bank regulation; Interest rate risk; Monte Carlo simulations; Historical simulations; Backtesting;
Keywords: ریسک نرخ بهره; C63; G22; G13; G12; Variable annuity; Guaranteed Minimum Benefits (GMB); Fourier Space Time-stepping (FST) algorithm; Mortality risk; Interest rate risk;
Keywords: ریسک نرخ بهره; Participating life insurance; Credit risk; Interest rate risk; Risk-neutral valuation; Asset management;
Keywords: ریسک نرخ بهره; G32; G28; G21; Bank; Corporate governance; Credit risk; Interest rate risk; Liquidity risk;
Keywords: ریسک نرخ بهره; Debt dynamics; Interest rate risk; Debt maturity; Inflation; E31; E43; G12; H63;
Keywords: ریسک نرخ بهره; D81; E21; D11; Precautionary saving; Interest rate risk; Labor income risk; Prudence; Utility premium;
Keywords: ریسک نرخ بهره; Non-maturing accounts; Demand deposits; Duration; ALM; Interest rate risk
Keywords: ریسک نرخ بهره; Bank performance; Earnings volatility; Diversification; Investment services; Interest rate risk; G21; L25; G17;
Keywords: ریسک نرخ بهره; E43; G21; Interest rate risk; Banks; Financial crisis;
Keywords: ریسک نرخ بهره; Guaranteed life withdrawal benefits; Surrender option; Variable annuity; Interest rate risk; Mortality risk;
Keywords: ریسک نرخ بهره; D21; D22; G21; Term transformation; Interest rate risk; Optimal loan and deposit intermediation fees;
Keywords: ریسک نرخ بهره; G10; G12; Dow Jones Islamic Market Index; Ethical investment; Interest rate risk;
Keywords: ریسک نرخ بهره; G21; G28; E44; Banking; Interest rate risk; Monetary policy; Stock markets;
Keywords: ریسک نرخ بهره; G12; G21; G22; G23; Financial firms; Interest rate risk; Dynamic conditional correlation;
Keywords: ریسک نرخ بهره; E47; G21; G28; Bank; Interest rate risk; Stress testing; Scenario generation; Nelson-Siegel model;
Keywords: ریسک نرخ بهره; G11; G22; G23; Immunization; Asset-Liability Management; Interest rate risk; Vasicek's model; Merton's model;
Keywords: ریسک نرخ بهره; C58; G21; Balance sheet management; Asset-liability management; Long-term risk; Interest rate risk; Credit risk;
Keywords: ریسک نرخ بهره; Stress Testing; Turkish Banking Sector; Credit risk; Interest Rate Risk; Exchange Rate Risk; GMM
Partial splitting of longevity and financial risks: The longevity nominal choosing swaptions
Keywords: ریسک نرخ بهره; Pension funds; Longevity risk; Interest rate risk; Risk transfer; Longevity modeling; Hedge effectiveness;
A comonotonicity-based valuation method for guaranteed annuity options
Keywords: ریسک نرخ بهره; Comonotonicity; Interest rate risk; Mortality risk; Numéraire change; Guaranteed annuity option (GAO); Annuity-linked derivatives
Empirical analysis of credit spread changes of US corporate bonds
Keywords: ریسک نرخ بهره; G10; G12; Credit spreads; Interest rate risk; Credit risk; Equity factor;
The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey
Keywords: ریسک نرخ بهره; C32; G21; Market risk; Interest rate risk; Foreign exchange risk; Bank stock returns; GARCH;
Banks' exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Keywords: ریسک نرخ بهره; G11; G21; Interest rate risk; Term transformation; Interest income;
Alternative models for hedging yield curve risk: An empirical comparison
Keywords: ریسک نرخ بهره; G11; E43; Yield curve risk; Interest rate risk; Immunization; Hedging;
Optimal close-to-home biases in asset allocation
Keywords: ریسک نرخ بهره; Asset allocation; Hedging; Liabilities; Resampling; Home bias; Interest rate risk; Currency risk; Small open economies; Emerging markets; Chile
An economic capital model integrating credit and interest rate risk in the banking book
Keywords: ریسک نرخ بهره; G21; E47; C13; Economic capital; Risk management; Credit risk; Interest rate risk; Asset and liability management;
Dynamic asset allocation with stochastic income and interest rates
Keywords: ریسک نرخ بهره; Portfolio management; Labor income risk; Interest rate risk; Business cycle; Life-cycleG11; E21
Importance sampling for integrated market and credit portfolio models
Keywords: ریسک نرخ بهره; Bottom-up approach; Credit risk; Importance sampling; Interest rate risk; Risk management; Value-at-risk
How and why do small firms manage interest rate risk?
Keywords: ریسک نرخ بهره; G21; G30; G32Risk management; Interest rate risk; Loans; Small firms
Bond durations: Corporates vs. Treasuries
Keywords: ریسک نرخ بهره; E43; G12; Duration; Interest rate risk; Default risk; Intensity models;
Hedging guarantees in variable annuities under both equity and interest rate risks
Keywords: ریسک نرخ بهره; G22; G10; G11; IE43; IM22; IM20; Variable annuity; Lookback option; Equity risk; Interest rate risk; Risk minimization;
Axiom of solvency and portfolio immunization under random interest rates
Keywords: ریسک نرخ بهره; G11; G22; G23; Immunization; Axiom of solvency; Asset-liability management; Interest rate risk;