The Handbook Of Currency And Interest Rate Risk Management
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The Handbook Of Currency And Interest Rate Risk Management
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Author : Robert J. Schwartz
language : en
Publisher: Prentice Hall
Release Date : 1990
The Handbook Of Currency And Interest Rate Risk Management written by Robert J. Schwartz and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Financial futures categories.
Advanced Interest Rate And Currency Swaps
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Author : Ravi E. Dattatreya
language : en
Publisher: McGraw-Hill Companies
Release Date : 1994
Advanced Interest Rate And Currency Swaps written by Ravi E. Dattatreya and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly unique book. Topics include: New products, such as indexed and cross-rate swaps; Managing swap credit risk; Liability hedging using swaps; Risk management at major corporations; Financial risk management for developing countries.
Currency Risk Management
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Author : Gary Shoup
language : en
Publisher: Global Professional Publishi
Release Date : 1998-10-28
Currency Risk Management written by Gary Shoup 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 1998-10-28 with Business & Economics categories.
With the advent of the World Trade Organization and NAFTA, foreign exchange now impacts the corporate world as never before. Hedging currency risk - usually through the interbank network - is now a routine treasury function. However, midsized companies (up to $100 million in annual sales) are often shut out of the interbank market because of cost and minimum size requirements. Currency Risk Management: A Handbook for Financial Managers, Brokers, and Their Consultants shows how to capture this business - from the basic concepts of foreign exchange to prospecting the corporate client. The author writes in an easy-to-read style and shows the finer points of foreign exchange and various exchange regimes recognized by the IMF. The reader will learn why exchange rates are a matter of government restrictions and controls as well as market price discovery.
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 Interest rate futures categories.
This handbook 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. Instruments analysed include forwared rate agreements, interest rate futures, single and cross currency interst rate swaps, government bonds, interest rate options including caps, floors, and swaptions, foreign exchange swaps, and medium-term forward foreign exchange. The book also addresses the additional issues faced by banks in interest rate risk management due to the regulatory environment and because of their need to allocate cost and revenues to different responsibility centres. The scope of the book is international. Detailed formulae are included for pricing and risk management of interest rate options. Extensive worked examples are provided. Available to readers as an optional extra is a disk containing spreadsheets which perform many of the more complex calculations described in the next of the handbook. The disk is accompanied by an explanatory booklet.
Interest Rate Risk In The Banking Book
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Author : Beata Lubinska
language : en
Publisher: John Wiley & Sons
Release Date : 2021-11-01
Interest Rate Risk In The Banking Book written by Beata Lubinska 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 2021-11-01 with Business & Economics categories.
Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations. Interest rate risk in the banking book (IRRBB) gained its importance through the regulatory requirements that have been growing and guiding the banking industry for the last couple of years. The importance of IRRBB is shifting for banks, away from ‘just’ a regulatory requirement to having an impact on the overall profitability of a financial institution. Interest Rate Risk in the Banking Book sheds light on the best practices for managing this importance risk category and provides detailed analysis of the hedging strategies, practical examples, and case studies based on the author’s experience. This handbook is rich in practical insights on methodological approach and contents of ALCO report, IRRBB policy, ICAAP, Risk Appetite Statement (RAS) and model documentation. It is intended for the Treasury, Risk and Finance department and is helpful in improving and optimizing their IRRBB framework and strategy. By the end of this IRRBB journey, the reader will be equipped with all the necessary tools to build a proactive and compliant framework within a financial institution. Gain an updated understanding of the evolving regulatory landscape for IRRBB Learn to apply maturity gap analysis, sensitivity analysis, and the hedging strategy in banking contexts • Understand how customer behavior impacts interest rate risk and how to manage the consequences Examine case studies illustrating key IRRBB exposures and their implications Written by London market risk expert Beata Lubinska, Interest Rate Risk in the Banking Book is the authoritative resource on this evolving topic.
Professional S Handbook Of Financial Risk Management
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Author : Lev Borodovsky
language : en
Publisher: Elsevier
Release Date : 2000-02-25
Professional S Handbook Of Financial Risk Management written by Lev Borodovsky and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-02-25 with Business & Economics categories.
Professional's Handbook of Financial Risk Management is a major reference work in finance. A complete practical reference book covering all aspects of financial risk management including an in-depth look at operational risk management, regulation, risk-based capital, and risk adjusted performance measurement. The book focuses on practical financial risk management techniques and solutions, and is designed to guide the risk professional step-by-step through the implementation of a firm-wide risk management framework. This book covers the various roles of the risk management function. Rather than describing every possible role in exhaustive detail, the authors have provided a story line for each of the discussed topics, including practical issues that a risk manager needs to consider when tackling the subject, possible solutions to difficulties that might be encountered, background knowledge that is essential to know, and more intricate practices and techniques that are being used. By providing these fundamentals, the novice risk professional can gain a thorough understanding of the topic in question while the more experienced professional can use some of the more advanced concepts within the book. Thus the book can be used to broaden your own knowledge of the risk world, both by familiarizing yourself with areas in which you lack experience and by enhancing your knowledge in areas that you already have expertise. All authors are leaders in their field who between them have the expertise and knowledge, both practical and theoretical, to produce this definitive risk management guide. The editors of this book, Marc Lore and Lev Borodovsky, are senior financial risk managers at Sanwa Bank (International) London, and Credit Suisse First Boston, USA respectively. They also run The Global Association of Risk Professionals (GARP), the industry association for financial risk management practitioners and researchers. Endorsed by GARP - Global Association of Risk Professionals Authored and edited by leading financial markets risk professionals International in coverage; the concepts and methods covered are not specific to any country or institution, but rather to the risk management profession as a whole
Interest Rate Risk Management
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Author : Christine Helliar
language : en
Publisher: Elsevier
Release Date : 2005-05-04
Interest Rate Risk Management written by Christine Helliar and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-04 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
Interest Rate Risk Management
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Author : United States. Office of the Comptroller of the Currency
language : en
Publisher:
Release Date : 1997
Interest Rate Risk Management written by United States. Office of the Comptroller of the Currency and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Derivative securities categories.
Managing Global Financial And Foreign Exchange Rate Risk
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Author : Ghassem A. Homaifar
language : en
Publisher: John Wiley & Sons
Release Date : 2004-03-23
Managing Global Financial And Foreign Exchange Rate Risk written by Ghassem A. Homaifar 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 2004-03-23 with Business & Economics categories.
A comprehensive guide to managing global financial risk From the balance of payment exposure to foreign exchange and interest rate risk, to credit derivatives and other exotic options, futures, and swaps for mitigating and transferring risk, this book provides a simple yet comprehensive analysis of complex derivatives pricing and their application in risk management. The risk posed by foreign exchange transactions stems from the volatility of the exchange rate, the volatility of the interest rates, and factors unique to individual companies which are interrelated. To protect and hedge against adverse currency and interest rate changes, multinational corporations need to take concrete steps for mitigating these risks. Managing Global Financial and Foreign Exchange Rate Risk offers a thorough treatment of price, foreign currency, and interest rate risk management practices of multinational corporations in a dynamic global economy. It lays out the pros and cons of various hedging instruments, as well as the economic cost benefit analysis of alternative hedging vehicles. Written in a detailed yet user–friendly manner, this resource provides treasurers and other financial managers with the tools they need to manage their various exposures to credit, price, and foreign exchange risk. Managing Global Financial and Foreign Exchange Rate Risk covers various swaps in this geometrically growing field with notional principal in excess of $120 trillion. From caplet and corridors to call and put swaptions this book covers the micro structure of the swaps, options, futures, and foreign exchange markets. From credit default swap and transfer and convertibility options to asset swap switch and weather derivatives this book illustrates their simple pricing and application. To show real-world examples, each chapter includes a case study highlighting a specific problem, as well as a set of steps to solve it. Numerous charts accompanied with actual Wall Street figures provide the reader with the opportunity to comprehend and appreciate the role and function of derivatives, which are often misunderstood in the financial market. This detailed resource will guide the individual, government and multinational corporations safely through the maze of various exposures. A must-read for treasures, controllers, money mangers, portfolio managers, security analyst and academics, Managing Global Financial and Foreign Exchange Rate Risk represents an important collection of up-to-date risk management solutions. Ghassem A. Homaifar is a professor of financial economics at Middle Tennessee State University. He has Master of Science in Industrial Management from State University of New York at Stony Brook and PhD in Finance from University of Alabama in 1982. He is the author of numerous articles that have appeared in the Journal of Risk and Insurance, Journal of Business Finance and Accounting, Weltwirtschsftliches Archiv Review of World Economics, Advances in Futures and Options Research,Applied Financial Economics, Applied Economics, International Economics, and Global Finance Journal.
The Handbook Of International Trade And Finance
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Author : Anders Grath
language : en
Publisher: Kogan Page Publishers
Release Date : 2011-12-03
The Handbook Of International Trade And Finance written by Anders Grath and has been published by Kogan Page Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-03 with Business & Economics categories.
Designed for use by anyone involved in international sales, finance, shipping and administration, The Handbook of International Trade and Finance provides a full explanation of the key areas of international trade - including risk management, international payments and currency management. It is an essential reference source that will help to reduce risks and improve cashflow, identify the most competitive finance alternatives, structure the best payment terms, and minimize finance and transaction costs. Coverage includes: trade risks and risk assessment; methods of payment; currency risk; export credit insurance; trade finance; and terms of payment. Designed for all businesses, regardless of size and business sector, the book also describes the negotiating process from the perspectives of both the buyer and the seller - providing valuable insight into the complete financing process.