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Advanced Search Results For "INTEREST rate risk"

1 - 10 of 11,955 results for
 "INTEREST rate risk"
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Performance Evaluation Method of Online Supply Chain Finance Logistics Enterprises Based on GARCH-VAR.

Publication Type:Academic Journal

Source(s):Security & Communication Networks. 5/30/2022, p1-9. 9p.

Abstract:In recent years, China's core enterprises have been plagued by high operating costs, difficult bank loans, and other practical problems in the supply chain. As a new financing model emerged in recent years, it has opened up new markets in finance and l...

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Interbank Offered Interest Rate Risk Measurement Based on Embedded Sensor Network.

Publication Type:Academic Journal

Source(s):Mobile Information Systems. 4/11/2022, p1-12. 12p.

Abstract:Interbank lending rate is the main benchmark interest rate in the domestic currency market, looking for an appropriate financial time series model to describe its stochastic fluctuation process, and choosing an appropriate risk measurement method to me...

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Research on Interbank Offered Rate Based on Embedded Wireless Communication.

Publication Type:Academic Journal

Source(s):Wireless Communications & Mobile Computing. 4/15/2022, p1-15. 15p.

Abstract:With the Wi-Fi (Wireless Fidelity) standard and the increase of wireless access points, wireless data communication based on 802.11 has become increasingly popular. Interest rate risk is a kind of financial risk. In essence, interest rate risk is cause...

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Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve.

Publication Type:Academic Journal

Source(s):European Financial Management. Sep2022, Vol. 28 Issue 4, p883-925. 43p. 7 Charts, 8 Graphs.

Abstract:We investigate the interest rate risk exposures of euro area banks during times of crises and very low interest rates. First, we assess sensitivities of banks' stock prices to changes in the level, slope and curvature of the yield curve using the Bayes...

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Impact of Interest Rate Risk on Supply Chain Network under Bank Credit and Trade Credit Financing.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 12/8/2021, p1-12. 12p.

Abstract:The purpose of this study is to propose a methodology that reflects the impact of interest rate risk on firms in supply chain network under bank financing and trade credit and further describe how trade credit improves the impact of interest rate risk ...

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New results on precautionary saving and nonlinear risks.

Publication Type:Academic Journal

Source(s):Journal of Economics. Jul2022, Vol. 136 Issue 2, p177-189. 13p.

Abstract:We study precautionary saving in a two-period model that allows for nonlinear risks and nonseparable preferences. Permitting nonlinear risk effects is important because they are common in the developing world or when worldwide shocks hit economies, lik...

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Reducing transaction costs for interest rate risk hedging with stochastic programming.

Publication Type:Academic Journal

Source(s):European Journal of Operational Research. Nov2022, Vol. 302 Issue 3, p1282-1293. 12p.

Abstract:• Hedging of the interest rate swap book considering transaction costs. • Stochastic programming improves delta hedging. • Statistically significant improvement in earnings. • Second order stochastic dominance of improvements in earnings. Traditional m...

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Research on Interest Rate Risk of Housing Mortgage Loan Based on Computer Simulation.

Publication Type:Academic Journal

Source(s):Computational Intelligence & Neuroscience. 8/24/2021, p1-6. 6p.

Abstract:In recent years, with the rapid increase of the business volume of housing mortgage loans of commercial banks, the risk of prepayment is increasingly exposed. Prepayment will have a great impact on the duration and convexity of housing mortgage loans o...

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The Impact of the Increase in Market Interest Rates on The Credit Risk of Guarantees Issued Under the SME Invest Program.

Publication Type:Academic Journal

Source(s):Ovidius University Annals, Series Economic Sciences. 2021, Vol. 21 Issue 2, p1084-1087. 4p.

Abstract:The present study aims to present the impact of market interest rates on the credit risk of the guarantee issued under the SME Invest program, in the context of the Covid-19 pandemic. The SME Invest program is the largest project initiated by the Roman...

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MEASURING ISLAMIC STOCK PERFORMANCE IN INDONESIA WITH A MODIFIED SHARPE RATIO.

Publication Type:Academic Journal

Source(s):Share: Jurnal Ekonomi dan Keuangan Islam. 2021, Vol. 10 Issue 2, p155-175. 21p.

Abstract:Sejak akhir 1960-an, salah satu alat mengukur kinerja saham yang biasa digunakan adalah Sharpe Ratio. Model Sharpe Ratio terdiri atas tiga komponen, yaitu return saham, return bebas risiko, dan risiko saham. Return bebas risiko diukur mengunakan variab...

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