Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foreign-currency interest-rate swaps in asset-liability management for insurers |
scientific article |
Statements
Foreign-currency interest-rate swaps in asset-liability management for insurers (English)
0 references
20 August 2013
0 references
interest-rate swaps
0 references
asset-liability management
0 references
solvency capital requirements
0 references
extreme-value statistics
0 references
extreme scenarios
0 references
