Title: Managing risk with derivatives: A guide for bankers and their customers
Abstract: Hedging with derivatives how interest rate exposure occurs in companies how to quantify the impact of exposure static gap alternatives for hedging exposures how to choose a hedge the yield curve how to execute FRAs and futures how to execute swap transactions how to execute cap and floor transctions how to read derivative rates exposure that starts in the future derivative credit risk how interest rate exposure occurs in banks alternatives for hedging interest rate risk in banks walking through a transaction.
Publication Year: 1996
Publication Date: 1996-01-01
Language: en
Type: book
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