Interest rate risk
Current plans unsatisfactory, says industry association
Extracting interest rate sensitivity through bond-based ETFs
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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
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.