T mediary that hedges its interest rate risk in the futures market. This interest rate risk has two components: asymmetric risk in the form of prepayment risk on fixed rate loans or through a cap feature on variable rate loans; and, symmetric risk in the form of interest rate level-risk and interest
โฆ LIBER โฆ
Managing interest-rate risk in banking institutions
โ Scribed by G.Geoffrey Booth; Wolfgang Bessler; William G. Foote
- Book ID
- 103795080
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 971 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0377-2217
No coin nor oath required. For personal study only.
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