Interest rate risk immunization - the impact of credit risk in the quality of immunization case study: immunization with Portuguese bonds and German bonds
This paper involves an assessment of the interest rate risk present in Financial Institutions and the methods used for its immunization. The paper consists on two parts. The first part presents a theoretical review of the interest rate risk and how this risk can be immunized. Concepts such as Macaul...
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| Format: | article |
| Language: | eng |
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2017
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| Online Access: | https://ciencia.iscte-iul.pt/id/ci-pub-8592 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/13968 |