Interest rate risk
Extracting interest rate sensitivity through bond-based ETFs
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Interest rate risk articles
Negative carry versus short-term rates is deterring firms from hedging
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
Sponsored statement: Moody's Analytics
Basel Committee taskforce starts work to develop a Pillar I charge for interest rate risk in the banking book, but some bankers and former regulators say the challenges will be too great
Race to the bottom
This paper examines the empirical relationship between credit risk and interest rate risk. We use credit default swap (CDS) spreads as our measure of credit risk. Also, we control for the variation in...
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
Flight to fixed income exposing reinsurers to low yields and interest and inflation risks
Solvency II and the economic environment – The effect on Italian insurance
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.