Soumettre la recherche
Mettre en ligne
Interest rate risk-types_of_bonds
•
Télécharger en tant que PPT, PDF
•
3 j'aime
•
1,155 vues
S
sanka
Suivre
Signaler
Partager
Signaler
Partager
1 sur 58
Télécharger maintenant
Recommandé
This presentation gives a detail about interest rate and the risk which occurs with the increase and decrease of interest rate.
INTEREST RATE RISK
INTEREST RATE RISK
Ankur Shrivastava
Interest rate risk management for banks under Basel II, presentation by Christine Brown, Department of Finance , The University of Melbourne, Shanghai, December 8-12, 2008
Interest Rate Risk And Management
Interest Rate Risk And Management
catelong
Areas covered in this section Why Interest Rate Risk (IRR) should not be ignored • Forward Rate Agreements (FRA’s) Forwards, Futures • Swaps, Options Why Bank Regulators continue to have a poor handle on interest rate risk • Interest Rate Caps, floors, Collars • LIBOR and UBS & Barclays rigging rates • How should Financial Institutions determine which IRR vendor models are appropriate? IRR Measurement methodologies are institutions
Interest rate risk management what regulators want in 2015 7.15.2015
Interest rate risk management what regulators want in 2015 7.15.2015
Craig Taggart MBA
Presentation about interest rate risk We start with a simple example about deposit rates. We pursue with bondmarkets and turn to the yieldcurve. Than we derive information about future rates with help of zerorates. Finally we discuss how to invest in a matching example for an early retirement scheme
Interest rate risk teacher edition
Interest rate risk teacher edition
AndreFailRBA
Duration analysis in banks
Duration analysis in banks
has10nas
A presentation on interest rate risk management in banks.
Management of interest rate risk
Management of interest rate risk
Sonam Basia
Introduction to Interest rate risk management
Introduction to Interest Rrate Risk Management
Introduction to Interest Rrate Risk Management
Mohamed Farouk, CFA, CFTe I
Risks
Interest Rate Risk
Interest Rate Risk
Indrajit Roy Choudhury
Recommandé
This presentation gives a detail about interest rate and the risk which occurs with the increase and decrease of interest rate.
INTEREST RATE RISK
INTEREST RATE RISK
Ankur Shrivastava
Interest rate risk management for banks under Basel II, presentation by Christine Brown, Department of Finance , The University of Melbourne, Shanghai, December 8-12, 2008
Interest Rate Risk And Management
Interest Rate Risk And Management
catelong
Areas covered in this section Why Interest Rate Risk (IRR) should not be ignored • Forward Rate Agreements (FRA’s) Forwards, Futures • Swaps, Options Why Bank Regulators continue to have a poor handle on interest rate risk • Interest Rate Caps, floors, Collars • LIBOR and UBS & Barclays rigging rates • How should Financial Institutions determine which IRR vendor models are appropriate? IRR Measurement methodologies are institutions
Interest rate risk management what regulators want in 2015 7.15.2015
Interest rate risk management what regulators want in 2015 7.15.2015
Craig Taggart MBA
Presentation about interest rate risk We start with a simple example about deposit rates. We pursue with bondmarkets and turn to the yieldcurve. Than we derive information about future rates with help of zerorates. Finally we discuss how to invest in a matching example for an early retirement scheme
Interest rate risk teacher edition
Interest rate risk teacher edition
AndreFailRBA
Duration analysis in banks
Duration analysis in banks
has10nas
A presentation on interest rate risk management in banks.
Management of interest rate risk
Management of interest rate risk
Sonam Basia
Introduction to Interest rate risk management
Introduction to Interest Rrate Risk Management
Introduction to Interest Rrate Risk Management
Mohamed Farouk, CFA, CFTe I
Risks
Interest Rate Risk
Interest Rate Risk
Indrajit Roy Choudhury
Interest-rate risk substantially affect the values of the assets and liabilities of most corporations and is often a dominant factor affecting the values of pension funds, banks and many other financial intermediaries.
Interest risk and hedging
Interest risk and hedging
Sumaira Sultana Talpur (MBA Finance)
Risk management
Risk management
Karishma Singh
Gap analysis in banks
Gap analysis in banks
has10nas
INTEREST RATE RISK MANAGEMENT IN BANKS
INTEREST RATE RISK MANAGEMENT IN BANKS
IBS Business School
Ch08
Ch08
Prachi Chitlangia
Chapter 22
Chapter 22
Chapter 22
Sagheer Javaid
Maturity Risk Premium is basically the extra return that an investor demands or gets for bearing the maturity risk. We can say, longer the maturity of a financial instrument, the more is the maturity risk premium it offers. To know more about it, click on the link given below: https://efinancemanagement.com/investment-decisions/maturity-risk-premium-meaning-need-and-calculation
Maturity Risk Premium
Maturity Risk Premium
efinancemanagement.com
Interest rate risk management
Interest rate risk management
OnlineCompliance Panel
Bonds
Bonds
jpasca01
Economics - level II - CFA program
Economics - Level II - CFA Program
Economics - Level II - CFA Program
Mohamed Farouk, CFA, CFTe I
Quantitative methods - Level I - CFA Program
Quantitative methods - Level I - CFA Program
Quantitative methods - Level I - CFA Program
Mohamed Farouk, CFA, CFTe I
Asset Liability management in bank, asset liability mismatches and risk associated with it. tools for alm, factors for alm and conclusion.
Asset Liability Management
Asset Liability Management
Anshika Mehrotra
Bon
Bon
Amanpreet Singh
Preliminary Test for CFA Program
Preliminary Test for CFA Program
Preliminary Test for CFA Program
Mohamed Farouk, CFA, CFTe I
active and passive bond management strtegies. anticipated intrest raye changes,credit changes,fundemental valuation techniques, quality swaps, economic analysis, index matching, cash flow matching, immunization.
bond management strategies
bond management strategies
sai pavan
Part 3 of a 3 part series that discusses 6 lessons from the Great Recession.
Portfolio perspectives greatest_lesson_part3_0913
Portfolio perspectives greatest_lesson_part3_0913
Better Financial Education
Asset Liability Management
Asset Liability Management
Hendrix Yapputro , Certified IT Architect
active and passive bond management strtegies. anticipated intrest raye changes,credit changes,fundemental valuation techniques, quality swaps, economic analysis, index matching, cash flow matching, immunization.
bond management strategies
bond management strategies
sai pavan
ALM in Banks
Asset Liability management in Banks
Asset Liability management in Banks
Pankaj Baid
Presentation on Asset Liability Management in Bank Financial Management.
Unit 4 alm
Unit 4 alm
Kiruba Nagini Raju
Elements from unit 7: bonds and bond pricing, using futures for hedging and swaps
Unit 7 - Bonds and interest rate risk
Unit 7 - Bonds and interest rate risk
kmaou
Cost of Equity Cost of Debt Weighted average cost of Capital
Cost of Capital
Cost of Capital
Jithin Thomas
Contenu connexe
Tendances
Interest-rate risk substantially affect the values of the assets and liabilities of most corporations and is often a dominant factor affecting the values of pension funds, banks and many other financial intermediaries.
Interest risk and hedging
Interest risk and hedging
Sumaira Sultana Talpur (MBA Finance)
Risk management
Risk management
Karishma Singh
Gap analysis in banks
Gap analysis in banks
has10nas
INTEREST RATE RISK MANAGEMENT IN BANKS
INTEREST RATE RISK MANAGEMENT IN BANKS
IBS Business School
Ch08
Ch08
Prachi Chitlangia
Chapter 22
Chapter 22
Chapter 22
Sagheer Javaid
Maturity Risk Premium is basically the extra return that an investor demands or gets for bearing the maturity risk. We can say, longer the maturity of a financial instrument, the more is the maturity risk premium it offers. To know more about it, click on the link given below: https://efinancemanagement.com/investment-decisions/maturity-risk-premium-meaning-need-and-calculation
Maturity Risk Premium
Maturity Risk Premium
efinancemanagement.com
Interest rate risk management
Interest rate risk management
OnlineCompliance Panel
Bonds
Bonds
jpasca01
Economics - level II - CFA program
Economics - Level II - CFA Program
Economics - Level II - CFA Program
Mohamed Farouk, CFA, CFTe I
Quantitative methods - Level I - CFA Program
Quantitative methods - Level I - CFA Program
Quantitative methods - Level I - CFA Program
Mohamed Farouk, CFA, CFTe I
Asset Liability management in bank, asset liability mismatches and risk associated with it. tools for alm, factors for alm and conclusion.
Asset Liability Management
Asset Liability Management
Anshika Mehrotra
Bon
Bon
Amanpreet Singh
Preliminary Test for CFA Program
Preliminary Test for CFA Program
Preliminary Test for CFA Program
Mohamed Farouk, CFA, CFTe I
active and passive bond management strtegies. anticipated intrest raye changes,credit changes,fundemental valuation techniques, quality swaps, economic analysis, index matching, cash flow matching, immunization.
bond management strategies
bond management strategies
sai pavan
Part 3 of a 3 part series that discusses 6 lessons from the Great Recession.
Portfolio perspectives greatest_lesson_part3_0913
Portfolio perspectives greatest_lesson_part3_0913
Better Financial Education
Asset Liability Management
Asset Liability Management
Hendrix Yapputro , Certified IT Architect
active and passive bond management strtegies. anticipated intrest raye changes,credit changes,fundemental valuation techniques, quality swaps, economic analysis, index matching, cash flow matching, immunization.
bond management strategies
bond management strategies
sai pavan
ALM in Banks
Asset Liability management in Banks
Asset Liability management in Banks
Pankaj Baid
Presentation on Asset Liability Management in Bank Financial Management.
Unit 4 alm
Unit 4 alm
Kiruba Nagini Raju
Tendances
(20)
Interest risk and hedging
Interest risk and hedging
Risk management
Risk management
Gap analysis in banks
Gap analysis in banks
INTEREST RATE RISK MANAGEMENT IN BANKS
INTEREST RATE RISK MANAGEMENT IN BANKS
Ch08
Ch08
Chapter 22
Chapter 22
Maturity Risk Premium
Maturity Risk Premium
Interest rate risk management
Interest rate risk management
Bonds
Bonds
Economics - Level II - CFA Program
Economics - Level II - CFA Program
Quantitative methods - Level I - CFA Program
Quantitative methods - Level I - CFA Program
Asset Liability Management
Asset Liability Management
Bon
Bon
Preliminary Test for CFA Program
Preliminary Test for CFA Program
bond management strategies
bond management strategies
Portfolio perspectives greatest_lesson_part3_0913
Portfolio perspectives greatest_lesson_part3_0913
Asset Liability Management
Asset Liability Management
bond management strategies
bond management strategies
Asset Liability management in Banks
Asset Liability management in Banks
Unit 4 alm
Unit 4 alm
En vedette
Elements from unit 7: bonds and bond pricing, using futures for hedging and swaps
Unit 7 - Bonds and interest rate risk
Unit 7 - Bonds and interest rate risk
kmaou
Cost of Equity Cost of Debt Weighted average cost of Capital
Cost of Capital
Cost of Capital
Jithin Thomas
Demand Definition. Determinants of Demand, Demand Function, The Law of Demand, Revenue Concepts, Marginal Revenue.
Demand
Demand
Jithin Thomas
Bonds have had their 30+ year bull run, now it is time to pay close attention to the bonds you own. For decades, most people’s bond portfolios were just on autopilot, this will get you hurt going forward. Please read on..
Bonds, Interest rates, and the Impact of Inflation
Bonds, Interest rates, and the Impact of Inflation
Dolf Dunn
Forex
Forex
deepakumari
Ad09a Role Of Sebi And Securities Market
Ad09a Role Of Sebi And Securities Market
GOEL'S WORLD
Recent trends in indian security market
Recent trends in indian security market
Gagan Varshney
Indian Security Market
Indian Security Market
Kredent Academy
Operational Risk Management - A Gateway to managing the risk profile of your...
Operational Risk Management - A Gateway to managing the risk profile of your...
Eneni Oduwole
marketing strategy of jio in now a day pre-traffic pln
Reliance jio
Reliance jio
B S SUDARSHAN SAHOO
Operational risk management (orm)
Operational risk management (orm)
Bushra Angbeen
IMC on Patanjali complete promotion Techniques, strategies,tactics
Imc patanjali new
Imc patanjali new
Aditya Betala
Operational Risk Management
Operational Risk Management
arsqureshi
Financial Markets - This deck captures the movement of Money markets and Capital Markets, its impact on different stakeholders viz. Individuals, businesses, markets and the economy
Financial markets and their impact on economy
Financial markets and their impact on economy
Shivkumar Menon
Role of sebi in market management and corporate governance
Role of sebi in market management and corporate governance
Role of sebi in market management and corporate governance
Altacit Global
Sebi ppt
Sebi ppt
599suraj
Rani Channamma University, MBA dept., Belagavi
Presentation on Patanjali Ltd.
Presentation on Patanjali Ltd.
Arihant Zunjarvad
Credit Risk Management Presentation
Credit Risk Management Presentation
Sumant Palwankar
Reebok ppt
Reebok ppt presentation
Reebok ppt presentation
LEAD College of Management
Nse & Bse
Nse & Bse
Ankit Chauhan
En vedette
(20)
Unit 7 - Bonds and interest rate risk
Unit 7 - Bonds and interest rate risk
Cost of Capital
Cost of Capital
Demand
Demand
Bonds, Interest rates, and the Impact of Inflation
Bonds, Interest rates, and the Impact of Inflation
Forex
Forex
Ad09a Role Of Sebi And Securities Market
Ad09a Role Of Sebi And Securities Market
Recent trends in indian security market
Recent trends in indian security market
Indian Security Market
Indian Security Market
Operational Risk Management - A Gateway to managing the risk profile of your...
Operational Risk Management - A Gateway to managing the risk profile of your...
Reliance jio
Reliance jio
Operational risk management (orm)
Operational risk management (orm)
Imc patanjali new
Imc patanjali new
Operational Risk Management
Operational Risk Management
Financial markets and their impact on economy
Financial markets and their impact on economy
Role of sebi in market management and corporate governance
Role of sebi in market management and corporate governance
Sebi ppt
Sebi ppt
Presentation on Patanjali Ltd.
Presentation on Patanjali Ltd.
Credit Risk Management Presentation
Credit Risk Management Presentation
Reebok ppt presentation
Reebok ppt presentation
Nse & Bse
Nse & Bse
Similaire à Interest rate risk-types_of_bonds
Bond valuation
Bond valuation
privatebankerro
Bond valuation
Bond valuation
privatebankerro
Chapter iv
Chapter iv
artipradhan
finance
Lecture004.pdf
Lecture004.pdf
kashifali433134
Bond valuation
Bond valuation
Bond valuation
Babasab Patil
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Rusman Mukhlis
Bonds
Bonds
PrivateBanker.ro
Bonds
Bonds
PrivateBanker.ro
Presentare Obligatiuni (engleza)
Presentare Obligatiuni (engleza)
PrivateBanker.ro
Bonds evaluation
Chapter 15.ppt
Chapter 15.ppt
adnankhan765563
bonds
Bonds Evaluation.ppt
Bonds Evaluation.ppt
adnankhan765563
This is the fourth presentation for the University of New England Graduate School of Business unit, GSB711 - Managerial Finance. This presentation looks at returns on different types of investment.
GSB711-Lecture-Note-04-Valuation-of-Bonds-and-Shares
GSB711-Lecture-Note-04-Valuation-of-Bonds-and-Shares
University of New England
Bond Valuation
Bond Valuation
Shiva Pillai
Bond valuation is the determination of the fair price of a bond
Bond Valuation
Bond Valuation
ASAD ALI
The valuation of bonds ppt @ bec doms finance
The valuation of bonds ppt @ bec doms finance
The valuation of bonds ppt @ bec doms finance
Babasab Patil
L Pch13
L Pch13
Nguyen Thuy
Chap006
Chap006
Morten Andersen
BONDS, FEATURES OF BONDS, BOND VALUATION, MEASURING YIELD, ASSESSING RISK, TYPES OF LONG- TERM DEBT INSTRUMENTS, SERIAL BONDS, TYPES OF RISK, SEMI- ANNUAL BONDS, YIELD TO CALL, YIELD TO MATURITY, DEFAULT RISK & FACTORS AFFECTING DEFAULT RISK & BOND RATINGS, etc.
BONDS
BONDS
CHARAK RAY
MG University Syllabus - Securities Analysis & Portfolio Management Designed to double up as notes for my 2nd year students
SAPM - Bonds
SAPM - Bonds
Jaissy John
Ch 6 financial markets. Teachers resource.
CH6 Interest Rate and Bond Valuation 16Ed.pptx
CH6 Interest Rate and Bond Valuation 16Ed.pptx
FabioRicardoClavijoW
Similaire à Interest rate risk-types_of_bonds
(20)
Bond valuation
Bond valuation
Bond valuation
Bond valuation
Chapter iv
Chapter iv
Lecture004.pdf
Lecture004.pdf
Bond valuation
Bond valuation
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Chapter 03_What Do Interest Rates Mean and What Is Their Role in Valuation?
Bonds
Bonds
Bonds
Bonds
Presentare Obligatiuni (engleza)
Presentare Obligatiuni (engleza)
Chapter 15.ppt
Chapter 15.ppt
Bonds Evaluation.ppt
Bonds Evaluation.ppt
GSB711-Lecture-Note-04-Valuation-of-Bonds-and-Shares
GSB711-Lecture-Note-04-Valuation-of-Bonds-and-Shares
Bond Valuation
Bond Valuation
Bond Valuation
Bond Valuation
The valuation of bonds ppt @ bec doms finance
The valuation of bonds ppt @ bec doms finance
L Pch13
L Pch13
Chap006
Chap006
BONDS
BONDS
SAPM - Bonds
SAPM - Bonds
CH6 Interest Rate and Bond Valuation 16Ed.pptx
CH6 Interest Rate and Bond Valuation 16Ed.pptx
Interest rate risk-types_of_bonds
1.
IMPACT ON FIXED
INCOME SECURITIES INTEREST RATE RISK
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
i m =1.44%
i=(1+. 0144) 12 – 1 =18.71%
14.
15.
Coupon Bond
16.
17.
18.
19.
20.
21.
22.
23.
24.
i/2 = 3.83%
i = 7.66%
25.
26.
27.
28.
29.
Bond price
Q of bonds S
30.
31.
32.
P Qs S
S’
33.
34.
35.
36.
37.
Bond price
Quantity of bonds D
38.
39.
40.
P Qd D
D
41.
42.
43.
44.
45.
46.
47.
48.
49.
50.
Example 2:
economic slowdown
51.
52.
53.
54.
55.
56.
57.
58.
Télécharger maintenant