Matches in SemOpenAlex for { <https://semopenalex.org/work/W2200787534> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2200787534 abstract "This paper studies banks' motives for trading in interest rate derivatives. It uses data from annual reports and regulatory filings to measure major market participants' derivatives portfolios, as well as their non-derivative exposure to interest rate risk. Risk exposures with and without derivatives are compared using a term structure model. While some banks use swaps to offset maturity mismatch on their balance sheet, others appear to increase their exposure to interest rate shocks by speculating in derivatives." @default.
- W2200787534 created "2016-06-24" @default.
- W2200787534 creator A5048278430 @default.
- W2200787534 creator A5056465293 @default.
- W2200787534 creator A5076453234 @default.
- W2200787534 date "2011-01-01" @default.
- W2200787534 modified "2023-09-27" @default.
- W2200787534 title "Trading interest rate risk in derivatives markets" @default.
- W2200787534 hasPublicationYear "2011" @default.
- W2200787534 type Work @default.
- W2200787534 sameAs 2200787534 @default.
- W2200787534 citedByCount "0" @default.
- W2200787534 crossrefType "posted-content" @default.
- W2200787534 hasAuthorship W2200787534A5048278430 @default.
- W2200787534 hasAuthorship W2200787534A5056465293 @default.
- W2200787534 hasAuthorship W2200787534A5076453234 @default.
- W2200787534 hasConcept C10138342 @default.
- W2200787534 hasConcept C101433766 @default.
- W2200787534 hasConcept C106159729 @default.
- W2200787534 hasConcept C106306483 @default.
- W2200787534 hasConcept C111771559 @default.
- W2200787534 hasConcept C128029710 @default.
- W2200787534 hasConcept C138496976 @default.
- W2200787534 hasConcept C144133560 @default.
- W2200787534 hasConcept C149782125 @default.
- W2200787534 hasConcept C15744967 @default.
- W2200787534 hasConcept C162324750 @default.
- W2200787534 hasConcept C175025494 @default.
- W2200787534 hasConcept C183206440 @default.
- W2200787534 hasConcept C29944286 @default.
- W2200787534 hasConcept C556758197 @default.
- W2200787534 hasConcept C95727064 @default.
- W2200787534 hasConcept C99560960 @default.
- W2200787534 hasConceptScore W2200787534C10138342 @default.
- W2200787534 hasConceptScore W2200787534C101433766 @default.
- W2200787534 hasConceptScore W2200787534C106159729 @default.
- W2200787534 hasConceptScore W2200787534C106306483 @default.
- W2200787534 hasConceptScore W2200787534C111771559 @default.
- W2200787534 hasConceptScore W2200787534C128029710 @default.
- W2200787534 hasConceptScore W2200787534C138496976 @default.
- W2200787534 hasConceptScore W2200787534C144133560 @default.
- W2200787534 hasConceptScore W2200787534C149782125 @default.
- W2200787534 hasConceptScore W2200787534C15744967 @default.
- W2200787534 hasConceptScore W2200787534C162324750 @default.
- W2200787534 hasConceptScore W2200787534C175025494 @default.
- W2200787534 hasConceptScore W2200787534C183206440 @default.
- W2200787534 hasConceptScore W2200787534C29944286 @default.
- W2200787534 hasConceptScore W2200787534C556758197 @default.
- W2200787534 hasConceptScore W2200787534C95727064 @default.
- W2200787534 hasConceptScore W2200787534C99560960 @default.
- W2200787534 hasLocation W22007875341 @default.
- W2200787534 hasOpenAccess W2200787534 @default.
- W2200787534 hasPrimaryLocation W22007875341 @default.
- W2200787534 hasRelatedWork W1503661632 @default.
- W2200787534 hasRelatedWork W1594394323 @default.
- W2200787534 hasRelatedWork W172000216 @default.
- W2200787534 hasRelatedWork W1965617729 @default.
- W2200787534 hasRelatedWork W2095463876 @default.
- W2200787534 hasRelatedWork W2098346240 @default.
- W2200787534 hasRelatedWork W2159005380 @default.
- W2200787534 hasRelatedWork W2183613727 @default.
- W2200787534 hasRelatedWork W2228963006 @default.
- W2200787534 hasRelatedWork W2364971085 @default.
- W2200787534 hasRelatedWork W2410229449 @default.
- W2200787534 hasRelatedWork W2607772881 @default.
- W2200787534 hasRelatedWork W2770683546 @default.
- W2200787534 hasRelatedWork W3122231229 @default.
- W2200787534 hasRelatedWork W3123329884 @default.
- W2200787534 hasRelatedWork W3150070497 @default.
- W2200787534 hasRelatedWork W3162137790 @default.
- W2200787534 hasRelatedWork W3164631285 @default.
- W2200787534 hasRelatedWork W114914349 @default.
- W2200787534 hasRelatedWork W2603580775 @default.
- W2200787534 isParatext "false" @default.
- W2200787534 isRetracted "false" @default.
- W2200787534 magId "2200787534" @default.
- W2200787534 workType "article" @default.