Interest rate risk
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
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Interest rate risk articles
The UK’s big four banks are set to review 28,000 interest rate hedging trades with smaller companies after the Financial Services Authority found evidence of serious failings in sales practices. How widespread were the problems and what went wrong?...
A panel of experts convened in Milan to discuss a range of issues currently affecting the Italian insurance industry, including the impact of regulatory decisions on Italian insurance companies and, conversely, the effect of not implementing these regulatory...
Mutual insurer New York Life maintained its AAA credit rating throughout the 2008 financial meltdown despite $1.8 billion in capital losses. Chief risk officer Gideon Pell tells Michael Faulkner about how the company is responding to the current economic...
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Asian investors have broadened their choice of the currencies they use for their structured products underlyings.
The unprecedented injection of trillions of dollars of easy money into the global financial system during the past couple of years is increasingly viewed as posing a serious risk that inflationary pressure will build in many economies around the world...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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