'Duration gap' diaporamas de présentation

Chapter Seven

Chapter Seven. Asset-Liability Management: Determining and Measuring Interest Rates and Controlling Interest-Sensitive and Duration Gaps. Key Topics. Asset, Liability, and Funds Management Market Rates and Interest Rate Risk The Goals of Interest Rate Hedging

851 views • 53 slides

CHAPTER 8

650 views • 40 slides

Chapter Seven

Chapter Seven. Asset-Liability Management: Determining and Measuring Interest Rates and Controlling Interest-Sensitive and Duration Gaps. Goals of This Chapter.

497 views • 37 slides

Asset/Liability Management Day 4

Asset/Liability Management Day 4. Equity Valuation, Duration, EVE, Deposit Betas, & Hedging . Equity Valuation Focus. Basic fixed income security valuation rule: Rates rise ? value falls Rates fall ? value rises M arket value of equity

426 views • 27 slides

Managing Interest Rate Risk(II): Duration GAP and Economic Value of Equity

552 views • 27 slides

Exam 2 Review

Exam 2 Review. Net Interest Margin (NIM). Given the following information: Assets $$ Rate Liabilities $$ Rate Rate sensitive 3000 10% Rate sensitive 2000 8% Non sensitive 1500 9% Non sensitive 2000 7% Non earning 500 Equity 1000

230 views • 16 slides

Chapter 9 part B Portfolio Immunization Using Duration

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Course Review

198 views • 8 slides