Results 71 to 80 of about 15,272,143 (302)
Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads [PDF]
Bond issuers frequently immunize/hedge their interest rate exposure by means of interest rate swaps (IRS). The receiving leg matches all bond cash-flows, while the pay leg requires floating rate coupon payments of form LIBOR + a spread.
Dunbar, Kwamie, Schröder, Thomas
core
Interest Rate and Foreign Exchange Risk Exposures of Australian Banks: A Note
The International Journal of Banking and Finance, 2009 The abolition of most government controls over the Australian financial system in the 1980s, the advent of a flexible exchange rate regime in 1983 and the globalisation of the financial system in the 1990s have created new opportunities for Australian ...
Abul F. M. Shamsuddin
doaj
MODELS AND METHODS OF RISK MANAGEMENT IN MORTGAGE LENDING
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article considers different risks of mortgage lending. It describes the basic causes of risks, methods for their identification and evaluation; as well the article lists and analyzes the main methods of reducing the potential damage.
Anna V. Vorobeva
doaj +1 more source
Mixed models for optimal saving with labor income risk and interest-rate risk. [PDF]
Soft comput, 2022 Georgescu I.
europepmc +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Patients with chronic kidney disease undergoing hemodialysis commonly experience reduced physical function, fatigue, poor sleep quality, and impaired health‐related quality of life. Intradialytic exercise has been proposed as a non‐pharmacological strategy to improve these outcomes.
Klebson da Silva Almeida +6 more
wiley +1 more source
Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach [PDF]
This study employs an extended version of the Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the time-series sensitivity of Australian bank stock returns to market, interest rate and foreign exchange rate ...
Andrew C. Worthington, Susan Ryan
core
Research on Interest Rate Risk of Housing Mortgage Loan Based on Computer Simulation. [PDF]
Comput Intell Neurosci, 2021 Tang E.
europepmc +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Establishing a comprehensive apheresis medicine program in a resource‐constrained setting presents significant structural, financial, and logistical challenges. Despite the growing clinical importance of apheresis services globally, published experience from sub‐Saharan Africa remains sparse.
Folasade Adelekan‐Popoola +4 more
wiley +1 more source
The Market Value and Dynamic Interest Rate Risk of Swaps [PDF]
At the time of initiation, interest rate swaps are of zero market value to the counterparties involved. However, as time passes, the market value of the swap position of each counterpart may become positive or negative. These value changes are stochastic
Mohammed M. Chaudhury, Andrew H. Chen
core
An investigation of short rate models and the pricing of contigent claims in a South African setting [PDF]
, 2010 Includes abstract.Includes bibliographical references (p. 110-113).This dissertation investigates the dynamics of interest rates through the modelling of the short rate { the spot interest rate that applies for an in-infinitesimally short period of time.
Jones, Chris
core +1 more source