Publication Records

2018

1. Interest Rate Risk in the Banking Book (IRRBB) – Forecast quality of the EBA scenarios comparing to the Historical Simulation

   SVOBODA, Martin, Svend REUSE, Annika RÜDER and Noel BÓKA. Interest Rate Risk in the Banking Book (IRRBB) – Forecast quality of the EBA scenarios comparing to the Historical Simulation. In Miroslav Čulík. 15th International Scientific Conference on European Financial Systems 2018. Ostrava: VŠB-TU of Ostrava, 2018, p. 511-520. ISBN 978-80-248-4225-7.

   More: https://is.muni.cz/publication/1471511/en
2. Zur Sinnhaftigkeit der Historischen Simulation in der Zinsbuchsteuerung (Economic Sense of the Historical Simulation in the Banking Book)

   BÓKA, Noel. Zur Sinnhaftigkeit der Historischen Simulation in der Zinsbuchsteuerung (Economic Sense of the Historical Simulation in the Banking Book). In Reuse. Praktikerhandbuch Zinsrisikomanagement. 3rd. Heidelberg: Finanz Colloquium Heidelberg, 2018, p. 238-271. Not specified. ISBN 978-3-95725-089-6.

   More: https://is.muni.cz/publication/1471497/en