About: Interest Rate Swaps - Modelling and Usage in the Context of Basel III and EMIR     Goto   Sponge   NotDistinct   Permalink

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  • Interest Rate Swaps are a typical product to hedge interest rate risks. Especially banks use this kind of derivative instrument to manage their interest rate risk. Up to now, these swaps normally have the character of an OTC derivative. Basel III and EMIR make it more difficult for banks to make such OTC derivatives.The aim of this paper is to explain the basic methods of valuing swaps and show how EMIR and Basel III influence this modulation.
  • Interest Rate Swaps are a typical product to hedge interest rate risks. Especially banks use this kind of derivative instrument to manage their interest rate risk. Up to now, these swaps normally have the character of an OTC derivative. Basel III and EMIR make it more difficult for banks to make such OTC derivatives.The aim of this paper is to explain the basic methods of valuing swaps and show how EMIR and Basel III influence this modulation. (en)
Title
  • Interest Rate Swaps - Modelling and Usage in the Context of Basel III and EMIR
  • Interest Rate Swaps - Modelling and Usage in the Context of Basel III and EMIR (en)
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  • Interest Rate Swaps - Modelling and Usage in the Context of Basel III and EMIR
  • Interest Rate Swaps - Modelling and Usage in the Context of Basel III and EMIR (en)
skos:notation
  • RIV/00216224:14560/12:00074671!RIV15-MSM-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 142361
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  • RIV/00216224:14560/12:00074671
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  • Basel III; European Market Infrastructure Regulation; Central Clearing Party; Over the Counter; Credit Value Adjustment (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [8BEA42A6A658]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
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  • Managing and Modelling of Financial Risks 6th International Scientific Conference
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Reuse, Svend
  • Svoboda, Martin
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000317528600066
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Vysoká škola báňská - Technická univerzita Ostrava
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  • 9788024828350
http://localhost/t...ganizacniJednotka
  • 14560
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