Interest rate risk
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
Sponsored statement: Moody's Analytics
More Interest rate risk articles
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
Asian investors broaden their exposure as they seek diversification from the US dollar
The curse of inflation
Race to de-risk
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short...
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.