{"id":"https://openalex.org/W45057353","doi":"https://doi.org/10.2139/ssrn.2305895","title":"A Risk Weighted Approach Designed to Manage Bond Exposures in a Low Interest Rate Environment","display_name":"A Risk Weighted Approach Designed to Manage Bond Exposures in a Low Interest Rate Environment","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W45057353","doi":"https://doi.org/10.2139/ssrn.2305895","mag":"45057353"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.2305895","doi":"https://doi.org/10.2139/ssrn.2305895","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2305895","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2305895","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062772854","display_name":"Patrick B. Beaudan","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4401726766","display_name":"Northern Trust (United States)","ror":"https://ror.org/00t42b697","country_code":"US","type":"company","lineage":["https://openalex.org/I4401726766"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Patrick Beaudan","raw_affiliation_strings":["Emotomy, 580 California Street, San Francisco, CA 94104, United States","Northern Trust Corporation, 50 South LaSalle Street, Chicago, IL 60603, United States","Emotomy","Northern Trust Corporation"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Emotomy, 580 California Street, San Francisco, CA 94104, United States","institution_ids":[]},{"raw_affiliation_string":"Northern Trust Corporation, 50 South LaSalle Street, Chicago, IL 60603, United States","institution_ids":["https://openalex.org/I4401726766"]},{"raw_affiliation_string":"Emotomy","institution_ids":[]},{"raw_affiliation_string":"Northern Trust Corporation","institution_ids":["https://openalex.org/I4401726766"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5062772854"],"corresponding_institution_ids":["https://openalex.org/I4401726766"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.43479999899864197,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.43479999899864197,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.3240000009536743,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.13210000097751617,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/risk-parity","display_name":"risk parity","score":0.6800000071525574},{"id":"https://openalex.org/keywords/low-interest-rates","display_name":"low interest rates","score":0.9110000133514404},{"id":"https://openalex.org/keywords/bond-market-volatility","display_name":"bond market volatility","score":0.4779999852180481},{"id":"https://openalex.org/keywords/tail-risk","display_name":"tail risk","score":0.9150000214576721},{"id":"https://openalex.org/keywords/hidden-risks","display_name":"hidden risks","score":0.5299999713897705},{"id":"https://openalex.org/keywords/portfolio-weights","display_name":"portfolio weights","score":0.5370000004768372},{"id":"https://openalex.org/keywords/fixed-income-investing","display_name":"fixed income investment","score":0.4779999852180481}],"concepts":[{"id":"https://openalex.org/C29944286","wikidata":"https://www.wikidata.org/wiki/Q205273","display_name":"Interest rate risk","level":3,"score":0.49766114354133606},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.4924362599849701},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.45412933826446533},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4290609359741211},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3244335353374481},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12168309092521667}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.2305895","doi":"https://doi.org/10.2139/ssrn.2305895","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2305895","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2305895","doi":"https://doi.org/10.2139/ssrn.2305895","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2305895","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2466096006","https://openalex.org/W3107220064","https://openalex.org/W2395877675","https://openalex.org/W3026399767","https://openalex.org/W3165949881","https://openalex.org/W4361989570","https://openalex.org/W1513163057","https://openalex.org/W2063578451","https://openalex.org/W2285817443","https://openalex.org/W2156790118"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-09T13:22:03.289127","created_date":"2016-06-24T00:00:00"}
