Примери коришћења Interest rate risk на Енглеском и њихови преводи на Српски
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Even more importantly, a CD ladder protects you from interest rate risk.
Liability hedging(interest rate risk and inflation risk). .
Interest rate risk, currency risk and equity and real estate risks. .
Internal capital requirement for interest rate risk amounts to RSD 1.053 thousands.
Interest rate risk- probability of change of interest rate on the market relative to the interest rate on bonds.
Identifying and measuring of exposure to the interest rate risk is described in detail.
Foreign exchange or interest rate risk in a firm commitment or a highly probable forecast transaction.
Municipal bonds are subject to availability, price and to market and interest rate risk is sold prior to maturity.
In order to manage interest rate risk exposure the Bank uses GAP Methodology.
The supervisory assessment includes:assessment of the nature and structure of the interest rate risk profile and results of the stress testing.
As an integral part of the interest rate risk assessment the Bank conducts stress tests of the effects of changes in interest rates. .
Basic assumptions for the conversion of assets andliabilities in the cash flows are defined in the Bank's Policy for managing interest rate risk.
Internal capital requirement for interest rate risk as at 31.12.2013. is RSD 10.770K.
Interest rate risk in banking book is considered materially significant and it is included in the internal capital adequacy assessment process.
Though these kinds of funds do not carry interest rate risk, but they have credit risks.
Interest rate risk could come in the variety of forms, including repricing risk, yield curve risk, basis and optionality risk. .
Although these funds don't carry interest rate risk but they certainly carry credit risks.
The interest rate risk is the risk of the possibility of occurrence of negative effects on financial result and the capital of the bank due to the changes in the interest rates. .
Over two thirds of public debt is contracted at a fixed interest rate, so interest rate risk is significantly lower than foreign exchange risk. .
Publishing data and information As an integral part of the interest rate risk assessment the Bank conducts stress tests of the effects of changes in interest rates. .
Interest rate risk in banking book- The Bank will determine the material significance of interest rate risk in banking book based on the ratios of absolute marginal gap per time zones in total balance sheet assets.
The supervisory assessment includes:assessment of the nature and structure of the interest rate risk profile and results of the stress testing. Copyright© 2001- Tue Dec 24 07:17:48 CET 2019, NBS.
The subject of the interest rate risk management is any item from the Banking Book that may cause negative effects on the result and capital of the Bank owing to the change of the interest rate. .
You need to know- and we have also written-,Mr. Wulff that the risk of rising interest rates alone contributed, and to avoid this interest rate risk- rising money market rates, so yes, the interest rates will rise for the long-term loans-, Mr. Wulff has then decided for a long-term repayment loans with fixed interest rate. .
Interest rate risk in the Banking Book Interest rate risk in the Banking Book is the risk of negative effects occurrence on Bank financial results and capital due to changes in the value of its assets and liabilities or due to the opportunity cost caused by the change in interest rates on the market.
Internal capital requirement for Interest raterisk is calculated as:For calculation of capital requirement for interest rate risk in banking book the Bank applies change in economic value of equity of the Bank triggered by the interest rate changes by+/- 200 bps, as the generally accepted method in banking sector.
In order to reduce the interest rate risk in the context of passive public debt management, the decisions on selecting the interest rate(fixed/variable)in the future 103borrowings will be adopted on the basis of an analysis of the two most important factors: a a balanced share of the debt with fixed interest rate in relation to the debt with a variable rate(dispersion of interest rate risk) and b estimate of interest rate trends in the future.
If that ratio is greater than 10% in any time zone, interest rate risk in banking book is considered materially significant and it is included in the internal capital adequacy assessment process.
The Bank is managing with interest rate risk in accordance with the Chapter-Interest rate Risk Management which defines the system and methodologies of interest rate risk management, duties and responsibilities of the system members but also controls that should be performed in in the aim of system efficiency.