Tag: Interest rate
Currency depreciation is linked to higher non-performing assets in Indian banks
Exchange rate and monetary policy drive India's non-performing asset stress more than GDP growth
Negative interest rates linked to lower loan loss provisioning
How negative interest rates change bank lending caution
Analytic GMIB valuation was faster than Monte Carlo simulation
Valuing guaranteed income riders in variable annuities with faster computation
Positive CBDC stance linked to higher bank net interest margin
How digital currencies shift bank interest margins and deposit competition
Unweighted HJM setting supports yield-curve modeling with negative yields
Improving yield curve modeling by removing arbitrary weighting assumptions
European housing markets mediate monetary policy effects
How interest rate changes ripple through European housing markets and economies
Liquidity-trap spillovers differ sharply across asset-supply shocks
How asset shortages abroad trigger deflation and recession in trapped economies
Correlated regime-switching raises guaranteed annuity option prices
Pricing insurance products when interest rates and mortality risks move together
