 | United States. Congress. House. Committee on Banking and Financial Services - 1996 - 314 lapas
...from changing rate relationships among different yield curves affecting bank activities (basis risk); from changing rate relationships across the spectrum of maturities (yield curve risk); and from interestrelated options embedded in bank products (options risk). The evaluation of interest rate risk... | |
 | United States. Congress. House. Committee on Banking and Financial Services - 1997 - 476 lapas
...from changing rate relationships among different yield curves affecting bank activities (basis risk); from changing rate relationships across the spectrum...of maturities (yield curve risk); and from interest related options embedded in bank products (options risk). The evaluation of interest rate risk must... | |
 | Barry Leonard - 1999 - 197 lapas
...risk); from changing relationships among different yield curves affecting bank activities (basis risk); from changing rate relationships across the spectrum of maturities (yield curve risk); and from interest-related options embedded in bank products (options risk). The evaluation of interest rate... | |
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... environment and the sensitivity of that value to changes in interest rates. Interest rate risk arises from differences between the timing of rate changes and the timing of cash flows (repricing risk); from changing rate relationships among different... 