000			02636cam a2200517 i 4500
001			u12394
003			SA-PMU
005			20210418124310.0
008			150309s2015 nyu b 001 0 eng
010			_a 2015008175
040			_aDLC _beng _erda _cDLC _dCDX _dOCLCF _dYDXCP _dOCLCQ
019			_a921979804
020			_a9781292017563 _q(print)
020			_a1292017562 _q(print)
020			_z9781292017587 _q(pdf)
020			_z9781292017594 _q(ePub)
020			_z9781292017570 _q(eText)
035			_a(OCoLC)904715724 _z(OCoLC)921979804
042			_apcc
050	0	0	_aHG6024.5 _b.M33 2015
082	0	0	_a658.15/5 _223
100	1		_aMacrae, Victor.
245	1	0	_aMastering interest rate risk strategy : _ba practical guide to managing corporate financial risk / _cVictor Macrae.
250			_a1st edition.
264		1	_aNew York : _bPearson, _c2015.
300			_axv, 216 pages ; _c24 cm
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references (pages 205-206) and index.
505	0		_aAcknowledgements -- 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.
650		0	_aInterest rate risk.
650		0	_aCorporations _xFinance _xManagement.
650		0	_aDerivative securities.
650		7	_aCorporations _xFinance _xManagement. _2fast _0(OCoLC)fst00879858
650		7	_aDerivative securities. _2fast _0(OCoLC)fst00891019
650		7	_aInterest rate risk. _2fast _0(OCoLC)fst00976170
938			_aCoutts Information Services _bCOUT _n30468180
938			_aYBP Library Services _bYANK _n12351357
029	1		_aCHBIS _b010498518
029	1		_aCHVBK _b338964312
942			_cBOOK
994			_aZ0 _bSUPMU
948			_hNO HOLDINGS IN SUPMU - 10 OTHER HOLDINGS
596			_a1 2
999			_c7122 _d7122