https://www.bis.org/publ/work367.htm
Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?
Abstract of BIS Working Papers No 367
long term interest rateis the
https://www.occ.gov/news-issuances/bulletins/2004/bulletin-2004-29.html
Embedded Options and Long-Term Interest Rate Risk: Interest Rate Risk | OCC
This bulletin alerts banks to the importance of measuring the cash flow and valuation risks for assets and liabilities with embedded options.1 It emphasizes...
long term interest rateembeddedoptionsriskocc