Description

Comprehensive notes including formulas and theory. Topics covered: - Why are financial institutions special? - Interest rate risk: The repricing model - Interest rate risk: The duration model - Managing interest rate risk using off-balance sheet instruments - Managing interest rate risk using loan sales and securitisation - Credit risk: Individual loans - Credit risk: Loan portfolios - Off-balance sheet risk - Bank regulation - Liquidity risk management


Monash

Semester 1, 2021


12 pages

6,775 words

$29.00

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