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SSRNRisk, Credit & Banking

Interest Rate Risk Management Measurement by Financial Institutions

A new method measuring financial intermediaries' residual interest rate risk found that U.S. life insurers are more sensitive to changes in long-term interest rates than property and casualty insurers.

Featured in No. 22 on 18 Oct 2023 · 48 days after release

Released
31 Aug 2023
First featured
No. 22 · 18 Oct 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
9
Identifier
SSRN 4600139

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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