interest rate risk
Financial intermediation and interest rate risk
... (BHC) interest rate risk with respect to the maturity of securitized assets over the 2001 to 2009 ...growth rate (AGR); equity capital (CAP) calculated as the ratio of BHC’s book value of ...
228
THE INFLUENCE OF INTEREST RATE RISK ON THE PERFORMANCE OF DEPOSIT MONEY BANKS IN NIGERIA
... in interest rates affects bank ...dollar interest rates into movements in the US interest rate and the spread over the US ...net interest margin declined in response to increase in the ...
10
The Use of Econometric Analysis for Interest Rate Risk, the Impact of GDP and Inflation Factor in Deposit Interest (the Case of Albania)
... the interest rate risk for the banking ...of interest rate represent a form quite suitable for econometric analysis, especially in conditions where the available data pertaining to the ...
8
Modelling the fair value of annuities contracts: the impact of interest rate risk and mortality risk
... of risk affecting the value of the annuity, i.e. interest rate risk and mortality ...suitable risk margin. The nature of the risk margin is one of the main key issues concerning ...
31
Risk Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk?
... theory, risk-sharing-based financing (RSF) is considered a corner stone of Islamic ...to, interest rate ...banks’ interest-free ...of risk-sharing-based ...for risk management at ...
25
INTEREST RATE RISK IN TURKISH FINANCIAL MARKETS ACROSS DIFFERENT TIME PERIODS
... the risk associated with interest rates is important since it is beneficial in taking measures before negative effects can take place in an ...a risk measure for interest rates by fitting the ...
22
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk
... so risk manage- ment techniques should be used for sustainable ...The risk manage- ment techniques include asset based, portfolio, insurance and derivatives ...the risk character of the real estate, ...
14
Management of Interest Rate Risk in Indian Banking
... the interest rate risk not by chance but by ...Net interest income or the market value of stockholders' equity. Interest rate risk can be defined as the potential loss ...
19
Measuring Interest Rate Risk through Value at Risk Models (VaR) in Albanian Banking System
... the interest rate risk of a bank being set in this way the amount that should be set aside to deal with the ...at Risk (VaR) with a confidence level of ...
9
Interest Rate Risk Management by Financial Engineering in Pakistani Non Financial Firms
... In past few decades, various businesses expanded worldwide because of development in financial reforms and growing globalization (Donohoe, 2015). Factors such as economic liberalization, elimination of free trade blocks, ...
9
Dual Banking Systems and Interest Rate Risk for Islamic Banks
... obviously rate sensitive and non sensitive items are items where the treasurer may have to make a judgement ...no interest and are not rate sensitive, however, in rising interest rate ...
38
The difference between Risk in Islamic banks and commercial banks
... cybercrime risk), and also a lot of difference, especially with regard to interest rate risk in classical banks without Islamic banks as well as risks related to ...is interest paid on ...
12
The Impact of Interest Rate Marketization on China’s Commercial Banks and Its Tactics
... the interest rates fall into the downtrend, we can find that the short- term RSR of urban commercial banks is less than 1 (RSR = 1 in 2012 in Nanjing), and the degree of deviation has a tendency to increase with ...
9
An Analysis of Internal and External Factors Affecting Jerasia Capital Berhad's Profitability Performance
... Credit risk refers to the chance of loss due to a borrower failed to repay a loan or meet contractual ...credit risk is considering to be higher if the borrower does not have enough assets or there are no ...
28
Study of the Constituents of Corporate Governance - Islamic Banks vs Conventional Banks.
... the interest rate risk and hence it is additional exposed to Shariah compliance risk, as they are necessary to make sure that the compliance of its course with Shariah ...compliance ...
7
Enterprise Risk Management in the US Banking Sector Following the Financial Crisis
... credit risk, liquid- ity risk, real estate risk, operational risk, reputation risk, competitive risk and economic ...as interest rate risk (from 57 to 58 ...
20
Risk management and Indian Banking: Opportunities and Challenges
... volatility, risk, variable interest rate risk, market play risk, operational risks, credit risk ...health. Risk management has thus emerged as a new and challenging area ...
6
Modelling interest rate pass through in Rwanda: is the interest rate dynamics symmetric or asymmetric ?
... It may be observed in Figures 1 and 2 that except for the year 2009 marked by the credit crunch and 2010 characterized by comfortable liquidity conditions in the banking system, the lending rates (short and long-term) ...
33
Constraints in Accessing Credit for SMEs to Acquire Capital from Microfinacial Institution’s -Tanzania
... SME’s risk-bearing aptitudes, micro finance is supposed to develop the well- being of the poor ...high rate of return (interest) to settle up the rural community bank loans so as to become certified ...
8
Interest Rate Modeling Conundrums
... idiosyncratic risk in short-term Treasury bills and postulated that this risk was the con- sequence of the time-variation of the inconvenience yield for holding Treasury ...the risk-free and ...
6