Mathematical ModelsInterest riskContact: Hendri Adriaens and Peter Fontein For Kas Bank NV, we developed a user-friendly application that enables calculation – in varying conditions – of the market value of financial products that have already been issued and future interest received and paid. By performing calculations for a large number of simulated interest term structures and by analysing their outcomes, we can quantify (among other things) the interest risk of Kas Bank NV (not open to the general public). Unfortunately, no English text is available for the other projects on this subpage. If you want to receive more information on this subject, please let us know by sending an e-mail message to centerdata@uvt.nl. You can also visit our homepage. |
