[HTML][HTML] 14 Risk Management Process for Central Banks
TE Klaffky, FD Glenister, JB Otterman - Sovereign Assets and …, 2000 - elibrary.imf.org
The topic of risk management has recently gained prominence in the world of fixed income
investing. Software vendors are of fering" complete" systems; bond dealers are offering data …
investing. Software vendors are of fering" complete" systems; bond dealers are offering data …
[CITATION][C] Managing yield curve exposure: Introducing reshaping durations
TE Klaffky, YY Ma, A Nozari - The Journal of Fixed Income, 1992 - pm-research.com
T he purpose of any investment is’a return commensurate with risk, provided, of course, that
the return is competitive with existing alternatives. This competitive aspect of investing …
the return is competitive with existing alternatives. This competitive aspect of investing …
[CITATION][C] Horizon matching: A new approach to dedicated portfolios
ML Leibowitz, TE Klaffky, S Mandel… - The Journal of …, 1984 - jpm.pm-research.com
I n recent years the applications of various forms of cash matching have grown and become
an important new force in the fixed-income markets. The cashmatching procedure has been …
an important new force in the fixed-income markets. The cashmatching procedure has been …
[HTML][HTML] Management of acquired peanut allergy following solid-organ transplant
C Word, E Klaffky, C Ortiz, T Palacios… - The journal of allergy …, 2015 - ncbi.nlm.nih.gov
Passive transfer of peanut-specific IgE following solid organ transplant is associated with
risk for life-threatening anaphylaxis. Prospective identification of organ recipients at risk for …
risk for life-threatening anaphylaxis. Prospective identification of organ recipients at risk for …
Cellular infiltrate induced by bites from the tick amblyomma americanum in subjects with or without IgE to galactose-alpha-1, 3-galactose (Alpha-gal)
N Schroeder, J Eccles, EJ Klaffky… - Journal of Allergy and …, 2014 - jacionline.org
Methods Naturally occurring bites of larval or adult ticks were biopsied 1 day (n= 2), 2 days (n=
1), or 4 days (n= 1) post bite. Two subjects had previous positive IgE to alpha-gal and one …
1), or 4 days (n= 1) post bite. Two subjects had previous positive IgE to alpha-gal and one …
Measuring plausibility of hypothetical interest rate shocks
BW Golub, LM Tilman - Advanced Bond Portfolio Management …, 2012 - Wiley Online Library
… The interest rate shock used by Klaffky, Ma, and Nozari to compute what they call short-end
duration (SEDUR) is defined as a 50-basispoint steepener at the short end.(See Exhibit 10.4.…
duration (SEDUR) is defined as a 50-basispoint steepener at the short end.(See Exhibit 10.4.…
Fixed Income Masterpieces: Insights from America's Great Investors
MS Fridson - Financial Analysts Journal, 1993 - search.proquest.com
The are many issues outstanding at less than $10,000 per mile which are far less desirable
than others outstanding at $100,000 per mile. To point out this particular mileage idea …
than others outstanding at $100,000 per mile. To point out this particular mileage idea …
[BOOK][B] Scientific Basis for Nuclear Waste Management: Volume 1 Proceedings of the Symposium on “Science Underlying Radioactive Waste Management,” …
GJ McCarthy - 2012 - books.google.com
During late 1978, a symposium entitled" Science Underlying Radioactive Waste Management"
was one component of the Annual Meet ing of the Materials Research Society held in …
was one component of the Annual Meet ing of the Materials Research Society held in …
[CITATION][C] Analysis of Treasury zero-coupon bonds
TE Klaffky, RW Kopprasch - The Handbook of Treasury Securities (Probus …, 1990
[CITATION][C] A Shortfall Approach to Duration Management
ML Leibowitz, S Kogelman, TE Klaffky - Salomon Brothers Inc, 1990