'Rate sensitive liabilities' diaporamas de présentation

Managing Interest Rate Risk: GAP and Earnings Sensitivity

3.31k views • 297 slides

1.28k views • 63 slides

Chapter 8

Chapter 8. Re-pricing Model & Maturity Model. Interest Rate Risk Models. Re-pricing model Maturity model Duration model In-house models Proprietary Commercial. Central Bank and Interest Rates. Target is primarily short term rates Focus on Fed Funds Rate in particular

598 views • 49 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