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Challenges of Managing Interest Rate Risk: Part 3—How to get the Most Insight out of a Company’s Assets and Liabilities
Part 3—How to get the Most Insight out of a Company’s Assets and Liabilities To address non-parallel movement ... curve. If one considers the impact of each tenor’s rate change to the value, then the sum of the impacts ...- Authors: Dariush Akhtari
- Date: Jun 2024
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value
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Défis relatifs à la gestion du risque de taux d’intérêt : Partie 3—Comment tirer le meilleur parti de l’actif et du passif d’une société
de la courbe, on s’attendrait à ce que la somme de Pkhs corresponde à Ph. De même, on s’attend à ce que ... grecques croisées). Veuillez noter que ce problème s’aggrave lorsque la taille du changement est accrue ...
- Authors: Dariush Akhtari
- Date: Jun 2024
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic value