Topics 1: Interest rate risk
Topics 1: Interest rate risk How to manage interest rate risk in financial institutions 20080208 The magic of continuous growth The compound average growth rate (CAGR

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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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MANAGING INTEREST RATE RISK: GAP AND EARNINGS SENSITIVITY
Interest rate risk . Reinvestment rate risk… the risk that a bank can not reinvest cash flows from assets or refinance rolled over or new liabilities at a certain

http://www.swlearning.com/finance/koch/bank5e/powerpoint/ch08.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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Interest Rate Risk
Interest Rate Risk: Income Side . Interest Rate Risk ? The risk to an institution’s income resulting from adverse movements in interest rates

http://home.ust.hk/~davcook/InteresRisk_2009.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://faculty.bus.olemiss.edu/kcyree/F538Section2.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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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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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 rate risk
Interest rate risk Many different interest rates in a given currency: Treasury rates Interbank borrowing and lending rates Mortgage rates Deposit rates

http://home.ku.edu.tr/~cdemiroglu/Teaching/Risk/MFIN514.4.1.ppt

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