Browse our collection of papers in
Interest rates and Monetary Policy

C/E/813. Interest rate risk management for banks and regulators

WORDS:
4600
DATE:
2011
PRICE:
49.99 GBP

This paper discusses risk management for banks and regulators, and the paper then also examines interest rate risk. The paper begins by providing background information on interest rate risk, and follows with a discussion regarding the measurement of interest rate risk. The repricing and interest gap is assessed, along with Value at Risk (VAR) and stress testing. The way in which interest rate risk can be managed is assessed, and this section looks at methods like forward rate agreements, interest rate swaps, and cash flow matching. Regulatory frameworks and their application to banking institutions are discussed, and conclusions are made regarding recommendations to avoid another financial crisis.

 

KEYWORDS: risk management, interest rate risk, interest gap, repricing gap, Value at Risk, VAR, stress testing, forward rate agreements, interest rate swaps, cash flow matching, Regulatory frameworks!,

DOWNLOAD THIS PAPER DOWNLOAD THE REFERENCE LIST
 
Other Papers On: Interest rates and Monetary Policy
Other Papers On: Risk Management

CUSTOM WRITING

Can't find what you are looking for? Click here to order a custom written paper

Subject Catalogue

Keywords Tag Cloud

monetary policy money rates economic model uk data explain economy examination international bank dissertation system issue financial rate inflation prices central fiscal classical effectiveness methodology islamic role gold bretton business demand monetarist term government housing influence policies supply theoretic effects keynesian rules discuss market crisis e woods power euro england real conduct taylor rule exchange approach theoretical distinctions economists announces main examine vs monetarism doctrine approaches proposed increase discussion principle purchasing parity bubbles stock british inventory transactions relationship various sector factors affect structure retail global uncertainty credit channel transmission responses recession banks regulators consumer spending management risk usa modern macroeconomy importance spreads investigating european detail determinants major statement control easy effective pursuing imply link managed proposal thailand relation consists principles systems day world base renminbi return standard free mortgages support muslims respond claim silver financing west meeting muslim keynes adas view experience write analytically critically perspective concept limitations inaccurate authorities decisions committee follow understand assess writerities regard require set particular intended achieve develop using range required encountered islm theory nominal output friedmans argument c equilibrium impact china reforms lucas fischer fleming post war theories mundell affects targeting changed thirty instrument evaluate refraining elasticity devaluation gdp joining britain applied current impacts arguments reform successful false pakistan operation course growth background formation cycles
GET OUR GooGLE TOOLBAR BUTTON
Click here
BOOK MARK US
WHAT OTHERS
HAVE SAID
WOW. Thanks so much for the lightning quick response and superb customer service. Vicky