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OverviewFinancial institutions, private and public companies and governments can lose vast amounts of money from even minor changes in interest rates. Because of this, complex financial instruments have been developed to mitigate these exposures. But what happens when organisations hedge themselves to ill-advised and ill-formulated financial management strategies? Based on a proven analytical method, Mastering Interest Rate Risk Strategy explains, step-by-step, how to set up and run a sound interest rate risk strategy. Influenced by the author’s work with leading companies and tested with banks, the book will help readers bring risk under control, raise profits and ensure healthy cash flows. Mastering Interest Rate Risk Strategy: Shows you how to mitigate interest rate risk using the most advanced risk management techniques Provides you with an analytical method that is proven both academically and in practice Uses examples and real life cases to support the transfer of knowledge and skills Full Product DetailsAuthor: Victor MacraePublisher: Pearson Education Limited Imprint: FT Publishing International Dimensions: Width: 15.20cm , Height: 1.30cm , Length: 23.50cm Weight: 0.364kg ISBN: 9781292017563ISBN 10: 1292017562 Pages: 232 Publication Date: 14 May 2015 Audience: College/higher education , Tertiary & Higher Education Format: Paperback Publisher's Status: Active Availability: In stock  We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsPart 1 KEY LEARNING POINTS FROM PAST DERIVATIVES BLUNDERS 1 Introduction Part 2 UNDERSTANDING THE FIRM’S EXPOSURE TO INTEREST RATE RISK 2 Four sources of exposure to interest rate risk 3 Bank financing as primary source of exposure Part 3 MEASURING THE IMPACT OF INTEREST RATE RISK ON THE FIRM 4 The financial markets 5 Financial statement impact from interest rate movements Part 4 HEDGING MAKES SENSE UNDER SPECIFIC CIRCUMSTANCES ONLY 6 Introduction Part 5 SELECTING THE BEST POSSIBLE DERIVATIVE 7 Interest rate derivatives 8 Linear derivatives 9 Options Part 6 How to formulate the optimal strategy: The analytical method 10 Introduction Appendix I: Central case Trader Appendix II: Proof of the analytical method Resources Glossary IndexReviewsAuthor InformationDr Victor Macrae runs Macrae Finance, a consulting firm advising global financial corporations such as ABN Amro, Deutsche Bank and ING Bank. Based in The Netherlands he has a PhD in financial risk management and his MBA is from Nyenrode University. He has worked for major banks including ING Barings and was formerly treasurer at Wolters Kluwer. Tab Content 6Author Website:Countries AvailableAll regions |
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