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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.
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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.
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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.
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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.
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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.
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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 ...
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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 ...
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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.
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Low interest rates and risk incentives for banks with market power
Journal of Monetary Economics, 2021Toni Whited, Kairong Xiao
exaly