THE MANAGEMENT OF INTEREST RATE RISK BY MEANS OF FINANCIAL DERIVATIVES

被引：0

作者：

Vasile, Emilia ^{[1
]}

Poanta, Dorina ^{[2
]}

机构：

[1] Athenaeum Univ Bucharest, Bucharest, Romania

[2] Romanian Banking Inst, Bucharest, Romania

来源：

ROMANIAN STATISTICAL REVIEW | 2008年 / 11期

关键词：

capital market; derivatives; futures markets; exchange rates; shares; interest rate risk;

D O I：

暂无

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

The capital market plays a significant role in the financial system, as it is the driver of all economic operations. The derivatives market is one component of the capital market which is undergoing quick changes. Developed market economies have designed and maintained derivatives market for the trading of exchange rates, shares, interest rates and stock exchange indices.

引用

页码：78 / 84

页数：7

共 50 条

[31] A New Role for Financial Derivatives in Risk Management
Chin Bun Tse
[J]. Risk Management, 2000, 2 (1) : 39 - 48
[32] FINANCIAL ENGINEERING TO OPTIMIZE RISK MANAGEMENT IN BANKS BASED ON INTEREST RATE SWAPS TO BETTER HEDGE THE EXPOSURE TO INTEREST RATE FLUCTUATIONS THE CASE OF BANKS IN SYRIA
Akhmedov, Fakhraddin N.
Zeitoun, Mhd Shaker
Al Humssi, Ahmad
[J]. INTERNATIONAL REVIEW, 2021, (1-2): : 86 - 93
[33] Interest Rate Risk Management of Commercial Bank under the Background of Interest Rate Liberalization
He, Haixia
[J]. PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON ECONOMICS, MANAGEMENT, LAW AND EDUCATION, 2016, 46 : 310 - 313
[34] INTEREST-RATE SWAPS AND THE MANAGEMENT OF INTEREST-RATE RISK FOR MORTGAGE LENDERS
BENNETT, DE
COHEN, DL
MCNULTY, JE
[J]. HOUSING FINANCE REVIEW, 1988, 7 (03): : 249 - 264
[35] Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio
[J]. JOURNAL OF EMPIRICAL FINANCE, 2010, 17 (04) : 722 - 743
[36] Derivatives usage and interest rate risk of large banking firms
Shanker, L
[J]. JOURNAL OF FUTURES MARKETS, 1996, 16 (04) : 459 - 474
[37] A UNIFIED APPROACH TO HEDGING INTEREST-RATE RISK WITH FINANCIAL FUTURES
HILLIARD, JE
[J]. DECISION SCIENCES, 1988, 19 (03) : 654 - 671
[38] The Effect of Interest Rate Risk on the Stock Prices of UK Financial Institutions
Hernandez, Eslyn
Sheriff, Sharif A.
[J]. JOURNAL OF ORGANISATIONAL STUDIES AND INNOVATION, 2014, 1 (01): : 35 - 52
[39] INTEREST-RATE RISK, MARKET VALUE, AND HEDGING FINANCIAL PORTFOLIOS
BELONGIA, MT
SANTONI, GJ
[J]. JOURNAL OF FINANCIAL RESEARCH, 1987, 10 (01) : 47 - 55
[40] Bank interest rate risk management and valuation of earnings
Burke, Qing L.
Warfield, Terry D.
[J]. ACCOUNTING AND FINANCE, 2021, 61 (03): : 4287 - 4337

← 1 2 3 4 5 →