Implications of the BMR regulation – possible scenarios, hedging and interest rate swap valuation

The main goal of the following study is to determine the possible hedging opportunities due to the BMR regulations ’ implications by identification of theoretical long-term loan scenarios covering transition period and Interest Rate Swap valuation.

Рубрика Банковское, биржевое дело и страхование
Вид статья
Язык английский
Дата добавления 21.12.2020
Размер файла 78,4 K

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