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Components of yield curve movements. Illustrative worked examples. An Interim Report of the Stress Test Working Party

Author:
Ralph Frankland; Enrico Biffis; David Dullaway; Seth Eshun; Andy Holtham; Andrew Smith; Elliot Varnell; Tim Wilkins
Source:
Finance, Investment and Risk Management Conference 2008
Publication date:
17 June 2008
File:
PDF 246.74 KB
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