'Duration analysis' diaporamas de présentation

Managing Interest Rate Risk(II): Duration GAP and Economic Value of Equity

552 views • 27 slides

Duration Analysis using Household Surveys Nicole Vellios Emerging Research Programme

Duration Analysis using Household Surveys Nicole Vellios Emerging Research Programme 22-26 June 2015 www.tobaccoecon.org. Research question. Do cigarette prices affect smoking onset ? Evidence from South Africa using duration analysis

180 views • 18 slides

Interest Rate Risk & Duration Matching: A Regulatory Perspective

Interest Rate Risk & Duration Matching: A Regulatory Perspective. Chet Szczepanski Chief Actuary Pennsylvania Insurance Department. VFIC Study. Timely Utilizes DFA Important Conclusion. Important Conclusion. Long duration strategies performed better than matched duration strategies.

113 views • 11 slides