Results 211 to 220 of about 2,305,337 (265)
Some of the next articles are maybe not open access.
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 Pass-through and Risk [PDF]
Economic Issues, 2010 One of the most striking features of the financial crisis that began in the autumn of 2007 has been the associated upheaval in conventional interest rate spreads. In the UK, this is most frequently symbolised by the widening (and increased volatility) of the spread between 3-month Libor and the Bank of England's policy rate.
Iris Biefang Frisancho-Mariscal +1 more
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
1996
The managing of interest rate risk is concerned with selecting which risk to be exposed to and which risk to be immunized against, assessing the risks of different securities, and constructing the portfolio with the specified risk return characteristics. Better managing of interest rate risk requires a better understanding of interest rate risk.
openaire +1 more source
The managing of interest rate risk is concerned with selecting which risk to be exposed to and which risk to be immunized against, assessing the risks of different securities, and constructing the portfolio with the specified risk return characteristics. Better managing of interest rate risk requires a better understanding of interest rate risk.
openaire +1 more source
2018
This chapter discusses the method's application to interest rate risk. The method uses interest rate derivatives elaborating how to value the two-year inverse floater derivative in order to manage interest rate risk. The chapter presents a model for the interest rate risk associated with two-year Inverse Floater Derivative as follows: 1) Monte Carlo ...
openaire +1 more source
This chapter discusses the method's application to interest rate risk. The method uses interest rate derivatives elaborating how to value the two-year inverse floater derivative in order to manage interest rate risk. The chapter presents a model for the interest rate risk associated with two-year Inverse Floater Derivative as follows: 1) Monte Carlo ...
openaire +1 more source
Risk Processes with Random Interest Rates
Cybernetics and Systems Analysis, 2000The behavior of the capital value of a life insurance company with one type of policies and a random interest rate is investigated.
openaire +1 more source