Interest Rate Risk: Dimension Reduction in the Swiss Solvency Test

2011 ◽  
Author(s):  
Marcel Ambrus ◽  
Jérôme Crugnola-Humbert ◽  
Martin Schmid
Keyword(s):  
Interest Rate ◽  
Dimension Reduction ◽  
Interest Rate Risk ◽  
Solvency Test ◽  
Rate Risk ◽  
Swiss Solvency Test ◽  
Risk Dimension

Interest rate risk: dimension reduction in the Swiss Solvency Test

2011 ◽  
Vol 1 (2) ◽  
pp. 159-172 ◽  
Author(s):  
Marcel Ambrus ◽  
Jérôme Crugnola-Humbert ◽  
Martin Schmid
Keyword(s):  
Interest Rate ◽  
Dimension Reduction ◽  
Interest Rate Risk ◽  
Solvency Test ◽  
Rate Risk ◽  
Swiss Solvency Test ◽  
Risk Dimension

scholarly journals Interest Rate Risk and the Swiss Solvency Test

2013 ◽  
Author(s):  
Armin Eder ◽  
Sebastian Keiler ◽  
Hannes Pichl
Keyword(s):  
Interest Rate ◽  
Interest Rate Risk ◽  
Solvency Test ◽  
Rate Risk ◽  
Swiss Solvency Test

scholarly journals Interest Rate Risk and the Swiss Solvency Test

2013 ◽  
Author(s):  
Armin Eder ◽  
Sebastian Keiler ◽  
Hannes Pichl
Keyword(s):  
Interest Rate ◽  
Interest Rate Risk ◽  
Solvency Test ◽  
Rate Risk ◽  
Swiss Solvency Test

Interest rate risk and the Swiss Solvency Test

2014 ◽  
Vol 4 (1) ◽  
pp. 77-99
Author(s):  
Armin Eder ◽  
Sebastian Keiler ◽  
Hannes Pichl
Keyword(s):  
Interest Rate ◽  
Interest Rate Risk ◽  
Solvency Test ◽  
Rate Risk ◽  
Swiss Solvency Test

Balance-sheet interest rate risk: a weighted Lp approach

2018 ◽  
Vol 21 (1) ◽  
pp. 91-104 ◽  
Author(s):  
Leslaw Gajek ◽  
Elzbieta Krajewska
Keyword(s):  
Interest Rate ◽  
Balance Sheet ◽  
Interest Rate Risk ◽  
Rate Risk
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