Site Overlay


This section contains articles that give insights in some key aspects that play a role in financial risk and decision making:

Insights - Interest rate risk

Interest rate risk

In the following article we explore the main factors that need to be considered when calculating the refinancing costs.

Model validation

In the following series of articles we analyze the model performance of four interest rate models.

  • Solvency II: EU capital requirements for insurance sector
  • Wtp: new pension funds regulation in The Netherlands
  • BASE method: statistical method, no context dependence
  • REGIME-BASED method: statistical method, context dependence
Insights - Model validation