intTypePromotion=1
ADSENSE

Managing interest rate risk

Xem 1-20 trên 79 kết quả Managing interest rate risk
  • Topic 12 - Measuring and managing interest rate risk with financial forwards, futures and swaps. In this chapter, students can understand and can recall how DV01, Duration, Convexity, VaR, and Stress Tests are used to measure interest rate risk; how interest rate forwards, futures, and swaps are used to manage interest rate risk.

    ppt41p shiwo_ding8 25-06-2019 13 0   Download

  • Chapter 22 - Managing interest rate risk and insolvency risk on the balance sheet. This chapter provided an in-depth look at the measurement and on-balance-sheet management of interest rate and insolvency risks. The chapter first introduced two methods to measure an FI's interest rate gap and thus its risk exposure: the repricing model and the duration model.

    ppt20p trueorfalse9 04-10-2017 17 1   Download

  • (bq) part 1 book "financial institutions management" has contents: the financial services industry - insurance companies; the financial services industry - mutual funds and hedge funds; risks of financial intermediation, interest rate risk, market risk, the financial services industry - finance companies,...and other contents.

    pdf394p bautroibinhyen27 11-05-2017 25 2   Download

  • (bq) part 1 book "corporate bond portfolio management" has contents: features of corporate bonds, analysis of convertible bonds, measuring interest rate risk, corporate spread curve strategies, general principles of corporate bond valuation and yield measures,...and other contents.

    pdf173p bautroibinhyen21 14-03-2017 25 3   Download

  • p 01-01-1970   Download

  • Responsibilities must be clearly assigned to individual persons and/or com- mittees. In addition, the relevant units must be functionally independent to avoid potential confl icts of interests. 20 Senior management should ensure that adequate interest rate risk management is in place for measuring, monitoring and controlling interest rate risks, and that all the relevant business units of the bank have been taken on board.

    pdf37p taisaovanchuavo 23-01-2013 41 8   Download

  • In the past, the government often tried to ensure that we pay "a fair rate" of interest by implementing usury ceilings or limits on the rates that lenders can charge. During the 1980s there was a general trend toward eliminating or raising these limits as policy-makers reacted to the high inflation and record interest rates of the late 1970s. During the early 1990s, however, the trend reversed as some suggested that caps should be placed on credit card rates, which remained at historically high levels while other key interest rates declined significantly.

    pdf15p taisaocothedung 09-01-2013 48 7   Download

  • Governments everywhere responded to the panic by pumping more equity into banks, greatly expanding the ambit of their deposit insurance, and opening up various central bank discount windows for distress borrowers. This gigantic effort seems to have reduced counterparty party risk, the fear of bank failure, in interbank trading. Figure 1 shows the one- month LIBOR rate coming down close to the Fed funds rate, now near zero, by mid 2009.

    pdf10p taisaocothedung 09-01-2013 53 4   Download

  • Chapter 14 - Interest rate risk measurement. Upon completion of this lesson, the successful participant will be able to: Describe interest rate risk and its forms, identify the components of an interest rate risk exposure management system, explain the interest rate risk management principle of asset repricing before liabilities,...

    ppt54p tangtuy10 04-05-2016 32 4   Download

  • After studying this chapter you will be able to understand: Background on savings institutions, sources and uses of funds, exposure to risk, management of interest rate risk, valuation of a savings institution, interaction with other financial institutions.

    ppt46p shiwo_ding6 30-05-2019 18 1   Download

  • Both swaps and interest rate options are relatively new, but very large. In mid-2000, there was over $60 trillion outstanding in interest rate swaps, foreign currency swaps, and other interest rate options. Popular with bankers, corporate treasurers, and portfolio managers who need to manage interest rate risk.

    ppt7p tieu_vu17 02-08-2018 9 0   Download

  • p 01-01-1970   Download

  • This chapter presents the following content: Bank management, managing liquidity, managing interest rate risk, managing credit risk, managing market risk, operating risk, managing risk of international operations, bank capital management, management based on forecasts, bank restructuring to manage risks, integrated bank management.

    ppt49p shiwo_ding6 30-05-2019 12 0   Download

  • Chapter 14 - Interest rate risk measurement. In this chapter, you will learn to: Describe interest rate risk and its forms, identify the components of an interest rate risk exposure management system, explain the interest rate risk management principle of asset repricing before liabilities, revisit financial securities repricing and interest rate risk,…

    ppt37p shiwo_ding8 29-06-2019 11 3   Download

  • Chapter 14 - Interest rate risk measurement. In this chapter, you will learn to: Describe interest rate risk and its forms, identify the components of an interest rate risk exposure management system, explain the interest rate risk management principle of asset repricing before liabilities, revisit financial securities repricing and interest rate risk,…

    ppt48p shiwo_ding8 29-06-2019 7 1   Download

  • Understanding the relationship between credit and interest rate risk is critical to many applications in finance, from valuation of credit and interest rate-sensitive instruments to risk management. This study empirically examines the relationship between interest rates and default risk using firm level corporate default data in the United States between 1982 and 2008. We find significant negative contemporaneous correlations between the changes in short interest rates and aggregate default rates, with a particularly strong relationship around financial crises.

    pdf17p man3172 12-06-2010 136 35   Download

  • Banks operating in the main developed countries have been exposed, since the Seventies, to four significant drivers of change, mutually interconnected and mutually reinforcing. The first one is a stronger integration among national financial markets (such as stock markets and markets for interest rates and FX rates) which made it easier, for economic shocks, to spread across national boundaries.

    pdf0p taurus23 25-09-2012 81 26   Download

  • Tham khảo sách 'a history of interest rates', tài chính - ngân hàng, ngân hàng - tín dụng phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

    pdf732p tieungot 24-01-2013 49 20   Download

  • (bq) part 2 book "an introduction to derivatives and risk management" has contents: interest rate forwards and options, advanced derivatives and strategies, managing risk in an organization, financial risk management techniques and applications; forward and futures hedging, spread, and target strategies,...and other contents.

    pdf348p bautroibinhyen27 11-05-2017 59 19   Download

  • It is difficult to discern exposures from institutions’ reported credit market posi- tions. Indeed, common data sources such as annual reports and regulatory filings record accounting measures on a large and diverse number of credit market instruments. Ac- counting measures are not necessarily comparable across positions. For example, the economic value of two loans with the same book value but different maturities will react quite differently to changes in interest rates. At the same time, many instruments are close substitutes and thus entail essentially the same market risk.

    pdf101p taisaovanchuavo 23-01-2013 59 9   Download

CHỦ ĐỀ BẠN MUỐN TÌM

ADSENSE

p_strKeyword=Managing interest rate risk
p_strCode=managinginterestraterisk

nocache searchPhinxDoc

 

Đồng bộ tài khoản
2=>2