rate risk management
51Financial Risk Manager - FRM — A financial designation, obtained through the Global Association of Risk Professionals (GARP) by achieving a passing score on the Financial Risk Manager (FRM) examination, having an active membership in GARP and by having two years of experience… …
52Break even rate — A position which shows the break even rate per currency per time bracket. The break even rate is calculated with the following formula: Break Even R.= ((tot ass x avg ass rate) (tot ass x avg liab rate))/Cumulative Mismatch See also… …
53Inverse floating rate note — An inverse floating rate note, or simply an inverse floater, is a type of bond or other type of debt instrument used in finance whose coupon rate has an inverse relationship to short term interest rates (or its reference rate). With an inverse… …
54Asset and Liability Management — Gestion actif passif Pour les articles homonymes, voir ALM. Poste Montant Comptes débiteurs 10 Prêts immobiliers aux ménages 25 Prêts d investissement aux entreprises 20 Titres d état 5 Dépôts et épargne …
55Return On Risk-Adjusted Capital - RORAC — A rate of return used in financial analysis, whereby riskier projects and investments are evaluated based on the capital at risk. RORAC makes it easier to compare and contrast projects with different risk profiles. Allocated risk capital = the… …
56Interest rate analysis — Is used to show the analysis on what if situations if the mismatched book is closed at the market rate and what will happen to the interest flow if market rates go up/down by a certain percentage. The total interest book is split into two… …
57asset-liability management — The management of assets and liabilities in order to influence the credit risk, interest rate risk, and liquidity risk of a bank. See asset and liability management committee; gap analysis …
58Infrastructure Asset Management — is the discipline of managing infrastructure assets that underpin an economy, such as roading, water supply, wastewater, stormwater, power supply, flood management, recreational and other assets. In the past these assets have typically been owned …
59Foreign exchange risk — (exchange rate risk) Risk that the market value of the bank, measured in the base currency, is exposed to fluctuations in foreign exchange rates. This risk is quantified by the open currency position. The related standard reports are: • Open… …
60Foreign exchange risk analysis on foreign currency interest report — A standard position report which analyses the foreign exchange risk on interest by comparing defined risks with costs and expenses. It gives a total cumulative mismatch for the foreign exchange risk as well as a mismatch for each individual… …
