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interest rate risk

6 papers and 3 presentations; 9 titles.

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Conference × Year × Title × Authors Extras Pages
SESUG 2004 A System to Calculate Market Value-at-Risk using SAS/IML and Oracle George Rezek source 12
WUSS 2004 A System to Calculate Market Value-at-Risk using Oracle and Monte Carlo Simulation in SAS/IML George Rezek source 12
MWSUG 2004 A System to Calculate Market Risk George Rezek 11
PNWSUG 2004 A System to Calculate Market Value-at-Risk using Oracle and Monte Carlo Simulation George Rezek 12
SUGI 2004 A System to Calculate Market Value-at-Risk using Oracle George Rezek source 11
SEUGI 2001 Rapid Development of an ALM System [presentation] Irmantas Kamienas source 20
SEUGI 2001 The Risk Control Process in the Management of a Diversified Banking Group: the case of Monte Paschi di Siena Group [presentation] Pierfrancesco Cocco source 28
SEUGI 1999 ALM Modelling at BACOB Bank c.v. [presentation] Marc Hanseene,
Sabine Vanmaercke,
Sigrid Spruyt		 source 22
SEUGI 1998 Building an ALM system for the Insurance Industry Koen Van Huffel,
Marc Hansenne		 source 7

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