Rate risk
Interest rate risk in UK defined benefit pension schemes
... interest rate risk. Mitigating this risk is crucial for all pension schemes to reach financial independence, as a small change in market conditions can result in significant additional contributions ...
37
Hedging a bank´s interest rate risk with interest rate swaps accouting treatment and auditing procedures
... interest rate swaps is their ...interest rate composition of a loan without facing the expense associated with refunding or issuing new ...interest rate risk, but hedging with swaps requires ...
31
Interest rate risk immunization - the impact of credit risk in the quality of immunization case study: immunization with Portuguese bonds and German bonds
... interest rate risk immunization through two concepts: Price risk and reinvestment ...price risk is characterized by the fact that any changes in term structure of interest rates leads to a ...
23
Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets
... discount rate news. As market and human wealth discount rate news are much more volatile than consumption data, any attempt to calibrate the model will lead to an artificially negative correlation between ...
70
The performance of deterministic and stochastic interest rate risk measures: another question of dimensions?
... To test the influence of the portfolio formation technique on the immunization perfor- mance, the bottom lines of Panels A, B, and C from Tables 3 and 4 summarize, respectively, the average excess returns and the ...
38
Carry trade returns and foreign exchange rate risk
... bearing risk. The analysis of the intertemporal tradeoff between currency risk and carry trade return has four ...exchange rate risk on the distribution of carry trade returns using quantile ...
25
Interest-rate Risk Management and the usage of Interest-rate Swap Derivatives in State Owned Enterprises: A Portuguese Case Study
... floating rate coupon with a calculated spread tied to the 3-month Euribor that responded to the following conditions that would only become active after the first two years: ...
69
Remarks on Interest Rate Risk Management
... interest rate risk management is a contemporary subject and for socio- economic environment of Romania cause serious consequences in the level of economic ...percentage rate APR , because if we refer ...
6
Parametric interest rate risk immunization
... est rate risk factors considered and (ii) to confirm the importance of portfolio design in immunization ...interest rate risk un- derlying a more na¨ıve maturity strategy, and that ...
30
Are interest rate options important for the assessment of interest rate risk?
... interest rate options contain useful information that could help on the econometric identi cation of the quantiles of interest rate ...for risk and portfolio management ...overestimates risk ...
47
Rethinking Economic Capital Management through the Integrated Derivative-based Treatment of Interest Rate and Credit Risk
... interest rate and credit ...stand-alone risk factors to evaluate aggregate impacts of several ...interest rate swap rates as proxy measures for credit risk and interest rate ...
30
Implementing interest rate swaps in the risk management of a credit institute – a practical analysis
... Knowledge was delivered on how to achieve the strongly desired increase in earnings with IRSs in the current pressured situation. In case needed, the Nelson-Siegel hedge, in turn, efficiently reduces interest rate ...
35
Heart rate recovery after exercise: relations to heart rate variability and complexity
... heart rate is an intrinsic property of the intact circulation independent of autonomic con- trol ...Heart rate rapidly decreases during the first 1-2 min after the cessation of exer- cise, and gradually ...
10
Behaviour, heart rate, and heart rate variability in pigs exposed to novelty
... heart rate responses, Landrace/Yorkshire × Landrace/Duroc pigs also seem to get more aroused by novel stimuli in a socially isolated novel ...heart rate variability data can be an informative physiological ...
9
A method for corrosion rate evaluation.
... A METHOD FOR CORROSION RATE EVALUATION. In this paper it is proposed an indirect method to evaluate the corrosion rate of an aluminum and zinc alloy in alkaline solution by using a well-known device for ...
3
Exchange rate management techniques
... interest rate and exchange rate, and the influence of the global investors portfolio decisions over these key- ...exchange rate and monetary policies in times of boom and burst of capital flows (in ...
9
Real exchange rate misalignments
... This question becomes substantially relevant when the role and possible e¤ects of RER movements over economic and social outcomes are taken into ac- count. Let RER be the relative cost between a common basket of ...
30
Optimal Rate Based Image Transmission Scheme in Multi-rate Wireless Sensor Networks
... Since there are pilot bits involved the data rate is reduced. Adopting a better covering algorithm for adaptation reduces the number of pilot bits per coherence time which gives a considerable increase. Most ...
7
Observatory on exchange rate
... • Fundamental Real exchange rate is calculated using an econometric model (based on (2)):. Applications: Faruquee (1994, IMF), Clark (1999), Ubide (1999) and Kubota (2009)[r] ...
88
Screening for decreased glomerular filtration rate and associated risk factors in a cohort of HIV-infected patients in a middle-income country.
... We performed a cross-sectional study including all patients aged 18 years or older who attended the IPEC outpatient clinic and had at least one serum creatinine evaluation during the calendar year of 2008. HIV infection ...
7