Bank interest rate risk management

G Vuillemey - Management Science, 2019 - pubsonline.informs.org
Empirically, bank equity value is decreasing in the interest rate. Yet (i) many banks do not
hedge interest rate risk, and (ii) more than 50% of hedging banks use derivatives to increase …

An Overview of Interest Rate Derivatives in Banking Sector—A Comparasion Between Global and Indian Market

R Singh, NR Gupta - Artificial Intelligence and Transforming Digital …, 2023 - Springer
Nowadays, with the development of the financial market, the banking sectors to make them
developed. Apart from their primary activities they are too engaged in investments …

[PDF][PDF] CONCEPTUALISING AN INTEGRATED POLICY FRAMEWORK FOR TRINIDAD AND TOBAGO: INITIAL CONSIDERATIONS

A Ramlogan, K Thompson, C Garcia-Singh, Y Melville… - 2021 - cert-net.com
ABSTRACT The International Monetary Fund developed the Integrated Policy Framework
(IPF) in response to shortcomings in the Mundell-Fleming model (MF). However, MFM …

[PDF][PDF] A STUDY ON ASSET LIABILITY MANAGEMENT OF HDFC BANK AND BOB

OP SINGH, R SINGH - researchgate.net
The Indian banks are bared to so many risks like interest rate risk, liquidity risk, credit risk
and exchange rate risk which affect the net interest income and profitability of the banks …

Essays in macroeconomics and monetary theory on the consequences of financial crises

Q Vandeweyer - 2019 - theses.hal.science
This thesis aims to study macroeconomic issues related to the dynamics, distribution and
price of macroeconomic risks. The first chapter examines the effectiveness of different …