Interest Rate Management
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Introduction To Interest Rate Risk
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Author : Brian Coyle
language : en
Publisher: Global Professional Publishi
Release Date : 2001
Introduction To Interest Rate Risk written by Brian Coyle and has been published by Global Professional Publishi this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Business & Economics categories.
� Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics include interest-rate exposures, fixed or floating-rate interest, term of funding and the yield curve, forward rates and the yield curve and basis risk, gap exposure, and price risk.
Interest Rate Modeling For Risk Management Market Price Of Interest Rate Risk
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Author : Takashi Yasuoka
language : en
Publisher: Bentham Science Publishers
Release Date : 2015-10-13
Interest Rate Modeling For Risk Management Market Price Of Interest Rate Risk written by Takashi Yasuoka and has been published by Bentham Science Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-13 with Business & Economics categories.
Interest Rate Modeling for Risk Management introduces a theoretical framework - the ‘real-world’ model - that allows us to estimate the market price of interest rate risk based on practical and real life situations. The model can be briefly summarized as a process of estimating the market prices of risk through discretization of forward rates with a ‘space-state setup’ whilst considering historical data trends. The book starts with a brief explanation of interest rate stochastic analysis fundamentals before delving into standard models such as Heath-Jarrow-Morton, Hull-White and LIBOR models. The real-world model is then explained in subsequent chapters while applying different frameworks. Additionally, the book also explains some properties of the real-world model, along with the negative price tendency of the market price for risk and a positive market price for risk (with an example of this actually occurring). Readers will also find a handy appendix with proofs to complement the numerical methods explained in the book. This book is intended as a primer for practitioners in financial institutions involved in interest rate risk management. It also presents a new perspective for researchers and graduates in econometrics and finance on the study of interest rate models.
Interest Rate Management
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Author : Rudi Zagst
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-04-24
Interest Rate Management written by Rudi Zagst and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04-24 with Business & Economics categories.
This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.
Interest Rate Risk Management
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Author : Christine V. Helliar
language : en
Publisher: CIMA Publishing
Release Date : 2005
Interest Rate Risk Management written by Christine V. Helliar and has been published by CIMA Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. The topic of hedge accounting and the treatment of fair values may have a significant impact on many companies reported profits, and the volatility of earnings is likely to increase. Uniquely this monograph focuses on interest rate risk management. Most studies of corporate risk management have typically dwelt on the topic of management of exchange rate risk, with interest rate risk management being neglected. The book's findings examine the views of UK corporate treasurers who are usually involved in the risk management strategies of their organisation and who have responsibility for implementing those strategies in practice. * The research is the first comprehensive UK study on this area * Relevant to the imminent arrival of IAS 39, the International Accounting Standard for Derivatives that will be in force by January 2005 for all EU companies. * The findings of the book have implications for government policy and regulators
Financial Risk Management Management Of Interest Risk From A Corporate Treasury Perspective In A Service Enterprise
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Author : Jana Schönborn
language : en
Publisher: diplom.de
Release Date : 2010-03-15
Financial Risk Management Management Of Interest Risk From A Corporate Treasury Perspective In A Service Enterprise written by Jana Schönborn and has been published by diplom.de this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-15 with Business & Economics categories.
Inhaltsangabe:Introduction: The importance of a systematic risk identification, measurement and management as a management duty has increased in recent years. After risk management and interest risk management in particular was primarily relevant for banks in the past, it is a crucial competition factor for all enterprises today. Especially since the recent financial crisis treasurers are far more risk conscious and companies are reassessing their financial risk management procedures. The most important parameter for the cost of financing and the return of capital investments is the interest rate. However the interest rate is subject to fluctuations, what constitute the interest rate risk the company is exposed to. With increasing volatile financial markets and global competition CFOs are focusing more and more on an efficient measurement and management of interest rate risk. In this context this academic paper aims to point out the risks of an adverse change in interest rates for a corporate portfolio of interest-bearing positions and show possibilities to measure and manage these risks. The 2nd and 3rd sections set the scene for interest risk management in a corporate treasury of a service enterprise by providing essential knowledge about financial risk management and giving an insight into the characteristics of a service enterprise as well as the responsibilities of a corporate treasury and the factors that influence the treasury risk management approach. In section 4 and 5 respectively follows a process-oriented instruction of how to quantify interest rate risk and how to manage it. Besides the risk measures duration and convexity (4.2), two different approaches to value at risk, the historical simulation (4.3.2) and the variance-covariance-approach (4.3.3), will be examined. The value at risk is a measure to quantify risk that allows to express the risk exposure with a single absolute figure. For the management of the interest rate risk an overview of possible hedging instruments to reduce interest risk exposure will be given and their different strategies examined (5.1). All approaches will be measured against their practical feasibility and for both, the quantification and the management of interest rate risk, implications for the implementation in a service enterprise will be provided (4.5; 5.2). This will also be illustrated in a case study in section six. The conclusion serves for a critical reflection of all methods being [...]
The Practitioner S Guide To Interest Rate Risk Management
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Author : Bernard Manson
language : en
Publisher: Graham & Trotman, Limited
Release Date : 1992-01-01
The Practitioner S Guide To Interest Rate Risk Management written by Bernard Manson and has been published by Graham & Trotman, Limited this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-01 with Business & Economics categories.
This book explains how to understand, identify, measure, report and account for interest rate risk, and how to use the main market instruments to manage the risk identified. It also addresses issues faced by banks in interest rate risk management due to the regulatory environment.
Interest Rate Risk Management
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Author : Benton E. Gup
language : en
Publisher: Irwin Professional Publishing
Release Date : 1993-01
Interest Rate Risk Management written by Benton E. Gup and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-01 with Business & Economics categories.
In Interest Rate Risk Management experts Benton Gup and Robert Brooks explain how banks and other types of financial institutions can use derivative securities to reduce interest rate risk. Comprehensive and in-depth, the book examines the effects of interest rate risk; the effects of interest rate changes on the value of financial assets; traditional and state-of-the art asset liability management techniques; how to hedge interest rate risks using forwards, futures, swaps and various types of options; regulatory and accounting considerations; and interest rate risk management policies. Thorough appendices provide greater detail through discussion of technical details and mathematics. An extensive glossary is provided for quick reference.
Advanced Financial Risk Management
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Author : Donald R. Van Deventer
language : en
Publisher: John Wiley & Sons
Release Date : 2013-02-06
Advanced Financial Risk Management written by Donald R. Van Deventer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-06 with Business & Economics categories.
Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives. Practical tools for managing risk in the financial world Updated to include the most recent events that have influenced risk management Topics covered include the basics of present value, forward rates, and interest rate compounding; American vs. European fixed income options; default probability models; prepayment models; mortality models; and alternatives to the Vasicek model Comprehensive and in-depth, Advanced Financial Risk Management is an essential resource for anyone working in the financial field.
Interest Rate Risk Management
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Author : Damian Kissane
language : en
Publisher:
Release Date : 1988
Interest Rate Risk Management written by Damian Kissane and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.
Management Accounting
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Author : Paul M. Collier
language : en
Publisher: Elsevier
Release Date : 2006
Management Accounting written by Paul M. Collier and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
The 2007 edition of CIMA's Official Learning Systems has been written in conjunction with the Examiner to fully reflect what could be tested in the exam. Updated to incorporate legislative and syllabus changes, the 2007 Study Systems provide complete study material for the May and November 2007 exams. The new edition maintains the popular loose-leaf format and contains: * practice questions throughout * complete revision section * topic summaries * recommended reading articles from a range of journals * May 2006 Q & A's * The official study systems are the only study materials endorsed by CIMA * Updated to reflect changes in the syllabus and written by the Examiner and CIMA faculty * Complete integrated package incorporating syllabus guidance, full text, recommended articles, revision guides and extensive question practice