BUS FINANCE 826
Overview . Interest rate risk associated with financial intermediation: Federal Reserve policy; Repricing model; Maturity model; Duration model *Term structure of interest

http://fisher.osu.edu/fin/autumn2004/826/Interest%2520Rate%2520Risk.ppt

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Managing Interest Rate Risk: GAP and Earnings Sensitivity
Interest Rate Risk . Interest Rate Risk; The potential loss from unexpected changes in interest rates which can significantly alter a bank’s profitability

http://academic.cengage.com/resource_uploads/downloads/0324289278_55850.ppt

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Interest Rate Risk
HK Interest Rates . Two factors determine short-term interest rates in Hong Kong; US Monetary Policy; Market Expectations about exchange rates.

http://home.ust.hk/~davcook/Interest.ppt

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Asset and Liability Management
Asset and Liability Management . Managing Interest Rate Risk; Unexpected changes in interest rates can significantly alter a bank’s profitability and market

http://www.bulentsenver.com/yeditepe/ppt/ALM%2520Interest%2520Rate%2520Risk%2520Management.ppt

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Chapter 6. Risk and Term Structure of Interest Rates
LT bonds have greater interest rate risk. LT bonds have lower demand; LT bonds have a higher yield; so LT yield > ST yield, and yield curve slopes up

http://www.oswego.edu/~edunne/340chapter6.ppt

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Quantifying interest rate risk
Quantifying interest rate risk . Tools and their uses; Price and yield; DV01, duration and convexity; Value-at-risk; Active investment strategies

http://www.nvc.vt.edu/abon/IRrisk.ppt

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MANAGING INTEREST RATE RISK: DURATION GAP AND MARKET VALUE OF
Duration GAP …focus on managing NII or the market value of equity, recognizing the timing of cash flows. Interest rate risk is measured by comparing the

http://www.swlearning.com/finance/koch/bank5e/powerpoint/ch09.ppt

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Chapter 7. Risk and Term Structure of Interest Rates
Interest rate structure . Why do yields differ? Risk structure; bonds/debt with same maturity but different characteristics; Term structure

http://www.oswego.edu/%257Eedunne/340ch7.ppt

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Interest Rate Risk Management
1 . AFDC MAFC Training Program Shanghai 8-12 December 2008 . Interest Rate Risk Management . Christine Brown. Associate Professor Department of Finance

http://www.afdc.org.cn/afdc/UploadFile/200931652175237.ppt

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Interest Rates and Bond Valuation
Interest Rate Risk . Price Risk; Change in price due to changes in interest rates; Long-term bonds have more price risk than short-term bonds

http://www.cwu.edu/%257Eyoungm/FIN%2520470/Classroom%2520PowerPoint/Chapter%25207.ppt

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