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Risk Management in a Rising Interest Rate Environment
Risk Management in a Rising Interest Rate Environment The Federal funds rate increased ... under- or over-hedged, due to the inaccuracy in the dynamic surrender assumption, interest rate forecast, etc ...- Authors: Yiru (Eve) Sun, Chun Zheng
- Date: Jun 2023
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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A Risk Management Tool for Long Liabilities: The Static Control Model
A Risk Management Tool for Long Liabilities: The Static Control Model This paper looks ... hold) investment strategies rather than a set of dynamic strategies. This turns out to imply the mathematical ...- Authors: Application Administrator
- Date: Apr 2009
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management