Macrae, Victor.
Mastering interest rate risk strategy : a practical guide to managing corporate financial risk / Victor Macrae. - 1st edition. - xv, 216 pages ; 24 cm
Includes bibliographical references (pages 205-206) and index.
Acknowledgements -- About the author -- Preface -- Introduction -- Key learning points from past derivatives blunders -- Understanding the firm's exposure to interest rate risk -- Four sources of exposure to interest rate risk -- Bank financing as primary source of exposure -- Measuring the impact of interest rate risk on the firm -- The financial markets -- Financial statement impact from interest rate movements -- Hedging makes sense under specific circumstances only -- Hedging theory -- Selecting the best possible derivative -- Interest rate derivatives -- Linear derivatives -- Options -- How to formulate the optimal strategy : the analytical method -- The macrae risk reduction rules(R) -- Afterword -- Appendix i: central case, trader -- Appendix ii: proof of the analytical method -- Appendix iii: MiFID customer protection regulations regarding derivatives -- Notes -- Glossary -- Index.
9781292017563 1292017562
2015008175
Interest rate risk.
Corporations--Finance--Management.
Derivative securities.
Corporations--Finance--Management.
Derivative securities.
Interest rate risk.
HG6024.5 / .M33 2015
658.15/5
Mastering interest rate risk strategy : a practical guide to managing corporate financial risk / Victor Macrae. - 1st edition. - xv, 216 pages ; 24 cm
Includes bibliographical references (pages 205-206) and index.
Acknowledgements -- About the author -- Preface -- Introduction -- Key learning points from past derivatives blunders -- Understanding the firm's exposure to interest rate risk -- Four sources of exposure to interest rate risk -- Bank financing as primary source of exposure -- Measuring the impact of interest rate risk on the firm -- The financial markets -- Financial statement impact from interest rate movements -- Hedging makes sense under specific circumstances only -- Hedging theory -- Selecting the best possible derivative -- Interest rate derivatives -- Linear derivatives -- Options -- How to formulate the optimal strategy : the analytical method -- The macrae risk reduction rules(R) -- Afterword -- Appendix i: central case, trader -- Appendix ii: proof of the analytical method -- Appendix iii: MiFID customer protection regulations regarding derivatives -- Notes -- Glossary -- Index.
9781292017563 1292017562
2015008175
Interest rate risk.
Corporations--Finance--Management.
Derivative securities.
Corporations--Finance--Management.
Derivative securities.
Interest rate risk.
HG6024.5 / .M33 2015
658.15/5