Results 201 to 210 of about 4,932,050 (258)
, 2006 Some of the next articles are maybe not open access.
Related searches:
Related searches:
SSRN Electronic Journal, 2019
We study how modern finance has affected banks interest rate risk management and how the decision hedge interest rate risk affects the transmission of monetary policy, the value of its equity, its lending behaviour, and, hence, the investment decisions of the firms to which they lend.
Andrada Bilan +3 more
+5 more sources
We study how modern finance has affected banks interest rate risk management and how the decision hedge interest rate risk affects the transmission of monetary policy, the value of its equity, its lending behaviour, and, hence, the investment decisions of the firms to which they lend.
Andrada Bilan +3 more
+5 more sources
The Journal of Financial and Quantitative Analysis, 1978
Much of the literature on the adequacy of bank capital is concerned with the role of such factors as default risk and faulty management. These factors are important but they neglect the role that purely stochastic elements can play in affecting the capital of a well-managed bank, even if it is free of default risk.
Roger N. Craine, James L. Pierce
openaire +1 more source
Much of the literature on the adequacy of bank capital is concerned with the role of such factors as default risk and faulty management. These factors are important but they neglect the role that purely stochastic elements can play in affecting the capital of a well-managed bank, even if it is free of default risk.
Roger N. Craine, James L. Pierce
openaire +1 more source
1995
Where credit is made available in support of an export sale or contracting operation a double interest rate risk exists. On the one hand the financier faces a risk that interest receivable from a borrower or obligor may not cover his or her own funding costs.
openaire +1 more source
Where credit is made available in support of an export sale or contracting operation a double interest rate risk exists. On the one hand the financier faces a risk that interest receivable from a borrower or obligor may not cover his or her own funding costs.
openaire +1 more source
2017
When investing in bonds, it may seem that there is no risk, especially when purchasing a bond where the amount of money paid by each coupon and the bond face value are known. However, although the amount of the coupons and the repayment are known, the investor’s final return can change for various reasons, mainly due to interest rate variation.
openaire +1 more source
When investing in bonds, it may seem that there is no risk, especially when purchasing a bond where the amount of money paid by each coupon and the bond face value are known. However, although the amount of the coupons and the repayment are known, the investor’s final return can change for various reasons, mainly due to interest rate variation.
openaire +1 more source
Bank profitability and interest rate risk
Journal of Economics and Business, 1981Abstract It is frequently asserted that the profitability of institutions that lend long and borrow short is restricted during periods of rising interest rates. In banking circles this assertion has been translated into a concern primarily for the soundness of smaller banks, which are commonly thought to hold a large proportion of their portfolios in
Gerald A. Hanweck, Thomas E. Kilcollin
openaire +1 more source
SSRN Electronic Journal, 2011
This is a Power Point presentation made to Banca d'Italia (Central Bank of Italy) workshop on Interest Rate Risk Management held on March 21, 2011, attended by more than 70 bankers from Europe. The topics include, i) threat of inflation, ii) multifactor models for managing interest rate risk, iii) interest rate risk of non-maturity deposit accounts, iv)
Sanjay K. Nawalkha, Gloria M. Soto
openaire +1 more source
This is a Power Point presentation made to Banca d'Italia (Central Bank of Italy) workshop on Interest Rate Risk Management held on March 21, 2011, attended by more than 70 bankers from Europe. The topics include, i) threat of inflation, ii) multifactor models for managing interest rate risk, iii) interest rate risk of non-maturity deposit accounts, iv)
Sanjay K. Nawalkha, Gloria M. Soto
openaire +1 more source
1994
In response to the unprecedented volatility of interest rates during the 1970s and early 1980s, new financial products were introduced in the markets of developed countries. The products have assisted financial managers in these countries to hedge against the risk associated with such volatility.
openaire +1 more source
In response to the unprecedented volatility of interest rates during the 1970s and early 1980s, new financial products were introduced in the markets of developed countries. The products have assisted financial managers in these countries to hedge against the risk associated with such volatility.
openaire +1 more source
Interest Rate Risk and Systematic Risk: An Interpretation
The Journal of Finance, 1978UNCERTAINTY, REGARDING future interest rates is generally presumed to be an inherent source of risk in default free bonds. In addition, a number of writers consider the beta coefficient of the market model as the relevant measure of risk for a default free security.
openaire +1 more source