How Correlated are Changes in Banks' Net Interest Income and in Their Present Value?
نویسندگان
چکیده
منابع مشابه
How correlated are changes in banks’ net interest income and in their present value?
We use portfolios of passive investment strategies to replicate the interest risk of banks’ banking books. The following empirical statements are derived: (i) Changes in banks’ present value and in their net interest income are highly correlated, irrespective of the banks’ portfolio composition. (ii) However, banks’ portfolio composition has a huge impact on the ratio of changes in net interest...
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While a great portion of the scheduling literature focuses on time-based criteria, the most important goal of management is maximizing the profitability of the firm. In this paper, the net preset value criterion is studied taking account of linear time-dependent cash flows in single machine and flow shop scheduling problems. First, a heuristic method is presented for the single machine scheduli...
متن کاملNet Present Value of Cash Flows in Single Machine and Flow Shop Scheduling Problems
While a great portion of the scheduling literature focuses on time-based criteria, the most important goal of management is maximizing the profitability of the firm. In this paper, the net preset value criterion is studied taking account of linear time-dependent cash flows in single machine and flow shop scheduling problems. First, a heuristic method is presented for the single machine scheduli...
متن کاملin translation: translators on their work and what it means
کتاب در باب ترجمه، اثر استر آلن و سوزان برنوفسکی منتشر شده در ماه می 2013 توسط نشریه کلمبیا است. نویسندگان در این کتاب به بررسی 18 مترجم با در نظر گرفتن نقش آثاری که این مترجمان ترجمه کرده اند میپردازند. کتاب به دو بخش تقسیم میشود: " مترجم در جهان" و " کار مترجم" این دو بخش مقالات همیشگی ترجمه و موقعیت خاص ادبیات بیگانه در جهان وسیع امروزی را مورد خطاب قرار میدهد. در این کتاب مقالات متعددی از ن...
Project Portfolio Selection with the Maximization of Net Present Value
Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. An integer programming model is formulated for the project portfolio selection and scheduling.Two heuristic algorithms, genetic algorithm (GA) and simulated annealing (SA), are presented to solve the problem. Results of cal...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1738833