A technique called gap management is a widely used risk management tool ... duration has limitations when used as a measure of interest rate sensitivity. While the statistic calculates a linear ...

Richard Seiersen at Qualys, asks what goes into a risk operations center and how can it improve your security approach.

Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no ...