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