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searching for Interest rate risk 49 found (132 total)

Government bond (1,652 words) [view diff] exact match in snippet view article find links to article

the interest rate risk. Indeed, longer maturity meaning higher interest rate risk and shorter maturity meaning lower interest rate risk. If a central

Basis point value (100 words) [view diff] exact match in snippet view article find links to article

movement in the yield curve. It is specified for interest rate risk and quantifies the interest rate risk for small changes in interest rates. The basis

Forward rate agreement (1,005 words) [view diff] exact match in snippet view article find links to article

only the effect of leverage and the ability to speculate, or hedge, interest rate risk exposure. The cash for difference value on an FRA, exchanged between

Interest rate option (125 words) [view diff] case mismatch in snippet view article find links to article

exchange such as those operated by CME Group. Derivative (finance) Antl, Boris. "Management of Interest Rate Risk" (PDF). Retrieved 1 February 2024. v t e

Mehraj Mattoo (386 words) [view diff] exact match in snippet view article find links to article

published in 1997 by the Financial Times and a co-author of books on interest rate risk management and alternative investments. In 2015, he was appointed

Child life insurance (511 words) [view diff] exact match in snippet view article find links to article

without a required medical examination. Have zero investment and zero interest rate risk associated with cash value growth. Provide insurance coverage for

Kamakura Corporation (1,037 words) [view diff] case mismatch in snippet view article find links to article

Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management, 2nd Edition, Wiley & Sons, 2013, ISBN 978-1-118-27854-3

Convergence trade (890 words) [view diff] exact match in snippet view article find links to article

of default, by buying junk bonds and selling treasuries, to hedge interest rate risk. Often profits can be achieved by buying junk bonds and selling treasuries

Asset swap (1,148 words) [view diff] exact match in snippet view article find links to article

enables an investor to buy a fixed rate bond and then hedge out the interest rate risk by swapping the fixed payments to floating. In doing so the investor

Singapore Savings Bonds (375 words) [view diff] no match in snippet view article find links to article

years bought at the same time and held to maturity. In this way, interest-rate risk is eliminated. Investors are restricted to a maximum holding of S$200

Basel Accords (1,365 words) [view diff] exact match in snippet view article find links to article

measure. Risk-based capital requirements (RWAs) for CVA risk and interest rate risk in the banking book were introduced for the first time, along with

Bond convexity (2,090 words) [view diff] case mismatch in snippet view article find links to article

2023-09-30. Udegbunam, Raphael I.; Oaikhenan, Hassan E. (2012-03-13). "Interest Rate Risk of Stock Prices in Nigeria: Empirical Test of the Duration and Convexity

Zero-coupon bond (1,003 words) [view diff] exact match in snippet view article find links to article

to changes in the interest rate, and so offset, or immunize, the interest rate risk of the firms' long-term liabilities. In the United States, a zero-l

Jarrow–Turnbull model (345 words) [view diff] case mismatch in snippet view article find links to article

Advanced Financial Risk Management: Tools & Techniques for Integrated Credit Risk and Interest Rate Risk Modeling. John Wiley. ISBN 978-0-470-82126-8.

Global tactical asset allocation (636 words) [view diff] exact match in snippet view article find links to article

institutional investment portfolios remain dominated by equity and interest rate risk, and that these allocations tend to remain motionless regardless of

Sell in May (672 words) [view diff] no match in snippet view article find links to article

market returns should not be predictably lower than the short-term interest rate (risk free rate). Popular media consider this phenomenon each May, generally

Management accounting (3,203 words) [view diff] exact match in snippet view article find links to article

Essentially, transfer pricing in banking is the method of assigning the interest rate risk of the bank to the various funding sources and uses of the enterprise

Mortgage underwriting (412 words) [view diff] exact match in snippet view article find links to article

approve or decline a loan. Risks for the lender are of three forms: interest rate risk, default risk, and prepayment risk. There is a risk to the lender

State Bank of South Australia (1,363 words) [view diff] exact match in snippet view article find links to article

was the failure by the bank to adequately manage the debt, capital, interest rate risk and liquidity risk of the bank. The report indicated that this was

Savings and loan association (2,699 words) [view diff] exact match in snippet view article find links to article

of one side of the balance sheet essentially led to more inherent interest rate risk inasmuch as they were funding long-term, fixed-rate mortgage loans

Finance (6,175 words) [view diff] exact match in snippet view article find links to article

Identifying, assessing, and managing various financial risks, such as interest rate risk, foreign exchange risk, and credit risk, to minimize their potential

Australian government debt (1,904 words) [view diff] exact match in snippet view article find links to article

market would have negative implications to those looking to hedge interest rate risk using bond futures, financial market diversity, and those who use

Asset/liability modeling (970 words) [view diff] exact match in snippet view article find links to article

some of these risks materialize slowly over time, others – such as interest rate risk – are felt with each measurement period. Liabilities are the actuarial

Risk (10,281 words) [view diff] exact match in snippet view article find links to article

pool of risks including market risk, credit risk, operational risk, interest rate risk, mortality risk, longevity risks, etc. The term "risk" has a long

Stress test (financial) (1,677 words) [view diff] exact match in snippet view article

rating system § Sensitivity – sensitivity to market risk, especially interest rate risk Financial risk management § Banking List of bank stress tests Scenario

Norwest Corporation (2,606 words) [view diff] no match in snippet view article find links to article

nearly $100 million from an unsuccessful effort to hedge its mounting interest-rate risk on adjustable-rate mortgages. The loan losses and the mortgage debacle

Changhong Zhu (463 words) [view diff] exact match in snippet view article find links to article

portfolio and traded Interest Rate Options to manage Bank of America’s interest rate risk. After the merger of Bank of America and Nationsbank, the executives

Passive management (3,714 words) [view diff] exact match in snippet view article find links to article

exposure investors to counterparty credit risk, low liquidity risk, interest rate risk, and tax policy risk. However, swap contracts can be negotiated for

Cash and cash equivalents (1,805 words) [view diff] exact match in snippet view article find links to article

investors should take into account political risk, inflation and interest rate risk. Cash and cash equivalents are listed on balance sheet as "current

True Link (1,212 words) [view diff] exact match in snippet view article find links to article

strategies, the company sometimes uses bond ladders which reduce interest rate risk,[citation needed] and a time-based investment strategy described by

Income trust (6,768 words) [view diff] exact match in snippet view article find links to article

usually accompanied by sharp losses in units' market value. Exposure to interest rate risk: since the yield is one of the main attractions of income trusts,

Futures contract (6,922 words) [view diff] exact match in snippet view article find links to article

sponsor level can use financial asset futures to manage portfolio interest rate risk, or duration, without making cash purchases or sales using bond futures

Merton model (620 words) [view diff] case mismatch in snippet view article find links to article

Advanced Financial Risk Management: Tools & Techniques for Integrated Credit Risk and Interest Rate Risk Modeling. John Wiley. ISBN 978-0-470-82126-8.

Basel III (5,360 words) [view diff] exact match in snippet view article find links to article

framework was introduced, which took effect in 2018. New rules for interest rate risk in the banking book became effective in 2018. Following a Fundamental

Fixed-income attribution (4,871 words) [view diff] exact match in snippet view article find links to article

non-zero returns from interest rate movements, then his exposure to interest rate risk is clearly not zero and his investment process clearly differs from

Convertible bond (5,074 words) [view diff] exact match in snippet view article find links to article

convertible funds would typically hedged their currency risk as well as interest rate risk in some occasions, however Volatility, Equity & Credit hedging would

Universal life insurance (4,372 words) [view diff] exact match in snippet view article find links to article

the premiums paid out in commissions during the first 10–12 years. Interest rate risk: UL is a complex policy with risk to the policyholder. Its flexible

Mortgage investment corporation (1,297 words) [view diff] exact match in snippet view article find links to article

MICs are fairly short term lenders - 24 months or so - which reduces interest rate risk and should allow the MIC to continually readjust its lending rate

Bluestone Group (2,544 words) [view diff] exact match in snippet view article find links to article

for life' product so that borrowers were not exposed to long-dated interest rate risk. Bluestone's lump sum reverse mortgage product was expanded to include

Duration (finance) (6,504 words) [view diff] case mismatch in snippet view article

simple relation between the two. Hilliard, Jimmy E. (1984). "Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects". The Journal

Pavan Sukhdev (2,351 words) [view diff] case mismatch in snippet view article find links to article

for Indian States Project, Monograph 1, TERI Press, January 2005 Interest Rate Risk and Derivatives, author of a chapter on The Future of India's Debt

Swaps Regulatory Improvement Act (1,835 words) [view diff] exact match in snippet view article find links to article

certain risks associated with a firm's traditional activities, such as interest rate risk, or to speculate based on expected changes in prices and rates. The

Renaud de Planta (914 words) [view diff] case mismatch in snippet view article find links to article

élites suisses. (fr). Retrieved 2023-01-26 Renaud Planta: Controlling Interest Rate Risk - the Case of Universal Banks. Dissertation Nr. 1134, Universität

Structured investment vehicle (4,035 words) [view diff] no match in snippet view article find links to article

extent that the SIV invests in fixed rate assets, it hedges against interest-rate risk. There are number of crucial difference between SIV and traditional

Debbie Matz (1,876 words) [view diff] exact match in snippet view article find links to article

Matz's leadership, FFIEC also issued best practices and guidance on interest rate risk, outsourced cloud computing, and real estate appraisals. Matz also

The Principles of Banking (1,137 words) [view diff] case mismatch in snippet view article find links to article

constituent elements of The Fundamental Review of the Trading Book, Interest Rate Risk in the Banking Book, and Recovery and Resolution Planning, as well

Bruno Solnik (1,505 words) [view diff] case mismatch in snippet view article find links to article

Empirical Finance, March 1993. "Optimal Currency Hedge Ratios and Interest rate Risk" (with E. Briys), Journal of International Money and Finance, December

Kirill Ilinski (2,874 words) [view diff] exact match in snippet view article find links to article

to him, hedging some parts of risk in isolation, like F.X. risk or interest rate risk, can damage the firm's overall risk. He shows that before any risk-mitigation

Collapse of Silicon Valley Bank (10,935 words) [view diff] exact match in snippet view article find links to article

minimize interest rate risk in their held-to-maturity portfolios by buying shorter-term bonds. The bank did hedge against interest rate risk on its available-for-sale