Standardized approach for computing market risk capital charges on interest rate exposures in debt securities : the Philippine case

Classification

Document type

Studies & Literature Reviews

DEC type

Other USAID Supported Study/Document

Geography

Philippines

Subject

Financial (capital) markets

DEC terms

Economic modelsEconomic riskFinancial marketsInterest ratesSecurities

Sponsoring organization

USAID. Bur. for Economic Growth, Agriculture and Trade. Ofc. of Economic GrowthUSAID. Mission to Philippines

Authoring organization

Carana Corp.Nathan Associates, Inc.

Language

English