Insurance and Pensions in the low interest rate ...
Duration-matching strategies of insurers and other long-term investors can amplify move-ments in long-term interest rates. When long-term rates fall, the duration of both assets and liabilities increases, but negative convexity implies that the duration gap becomes larger for any given portfolio of bonds. ................
................
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- interest rate risk stemming from liquidity risk gap and
- appendix 1 to c9hapter duration gap analysis
- managing interest rate risk duration gap and economic
- insurance and pensions in the low interest rate
- asset liability management an overview
- bis working papers
- the hunt for duration not waving but drowning
- duration gap analysis başkent Üniversitesi
Related searches
- low interest rate personal loans good credit
- low interest rate personal loans credit union
- low interest rate personal loans bad credit
- low interest rate consolidation loans
- low interest rate credit cards
- what is the mortgage interest rate today
- quotes honesty and integrity in the workplace
- low interest rate loans
- best low interest rate loans
- find the annual interest rate calculator
- low interest rate personal loans
- pensions in the us