Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective Staff Working Paper 2006-48 David Bolder Modelling term-structure dynamics is an important component in measuring and managing the exposure of portfolios to adverse movements in interest rates. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial markets, Interest rates JEL Code(s): C, C0, C6, E, E4, G, G1