Portfolio Evolution Under Dynamic Term Structures: A Scenario-Consistent Framework for Valuation, Risk Attribution, and Regulatory Analysis

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Igor Jouravlev

DOI: 10.2139/ssrn.6146086

Cited by: 0

Fields of Study & Subjects

Risk Management in Financial Firms Banking stability regulation efficiency Financial Reporting and Valuation Research