Interest rate risk and backtesting

Reply Wed 3 Dec, 2014 08:44 am
I need your help to find out how can i calculate the Earning at Risk (for a bank) and make its backtesting
  • Topic Stats
  • Top Replies
  • Link to this Topic
Type: Question • Score: 0 • Views: 4,178 • Replies: 2
No top replies

Reply Wed 3 Dec, 2014 10:06 am
Do you mean legally?

Or how the Banks usually do it?
Reply Mon 29 Dec, 2014 04:44 am
how usually the banks do it, the easiest way to control the interest rate risk in practice and to make its backtesting. Thanks
0 Replies

Related Topics

Amount of Time - Question by Randy Dandy
Statistics - Question by ekkline
Math of infinity - Discussion by dalehileman
Probability Question. - Discussion by babemomlover
The Curious Tail Of The Dog - Discussion by ekename
equilateral triangle problem beginner - Question by TooFriendly112
  1. Forums
  2. » Interest rate risk and backtesting
Copyright © 2021 MadLab, LLC :: Terms of Service :: Privacy Policy :: Page generated in 0.03 seconds on 08/03/2021 at 09:14:51