---
title: Interest Rate Risk Management Measurement by Financial Institutions
url: https://www.ml-quant.com/papers/ssrn/4600139/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4600139
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4600139
featured: 2023-10-18
citations: unknown
topic: Risk, Credit & Banking
---


# Interest Rate Risk Management Measurement by Financial Institutions

A new method measuring financial intermediaries' residual interest rate risk found that U.S. life insurers are more sensitive to changes in long-term interest rates than property and casualty insurers.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4600139
- Identifier: SSRN 4600139
- Released: 2023-08-31
- First featured: Quant Letter No. 22 (2023-10-18): https://www.ml-quant.com/issues/2023-10-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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