rate risk management
111Foreign-exchange option — Foreign exchange Exchange rates Currency band Exchange rate Exchange rate regime Exchange rate flexibility Dollarization Fixed exchange rate Floating exchange rate Linked exchange rate Managed float regime Markets Foreign exchange market Futures… …
112Foreign exchange option — In finance, a foreign exchange option (commonly shortened to just FX option or currency option) is a derivative financial instrument where the owner has the right but not the obligation to exchange money denominated in one currency into another… …
113ALM — asset/liability management (ALM) Coordinated management of all of the financial risks inherent in the business conducted by a financial institution. The process of balancing the management of separate types of financial risk to achieve desired… …
114Interest sensitivity gap — The interest sensitivity gap was one of the first techniques used in asset liability management to manage interest rate risk. The use of this technique was initiated in the middle 1970s in the United States when rising interest rates in 1975 1976 …
115РИСК ПРОЦЕНТНЫЙ — INTEREST RATE RISKЭтот вид риска связан с потенциальной изменчивостью чистого процентного дохода банка и рыночной стоимости капитала банка, вызванных изменениями уровня процентной ставки. Банками разработана стратегия и соответствующие… …
116Jon Moynihan — Jon Moynihan, OBE (born 21 June 1948) is Executive Chairman of PA Consulting Group, the global implementation oriented consulting firm, with some 3,000 personnel operating in more than 35 countries. Moynihan joined PA Consulting Group in 1992, as …
117bucketing — Interest rate risk management which matches interest rate exposure of future inflows and outflows, with offsetting interest rate exposure at pre determined future dates. LIFFE …
118macro hedging — Hedging the net risk exposure of an entity s entire portfolio or balance sheet. As opposed to micro hedging a single instrument. In interest rate risk management, macro hedging involves hedging the net mismatch or the net duration for the entire… …
119Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… …
120Corporate finance — Corporate finance …
