haku: @indexterm liquidity / yhteensä: 315
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| Tekijä: | Marlier, C. |
| Otsikko: | Approche de la gestion du risque du taux d'interet par les contrats hors bilan. |
| Lehti: | Gestion 2000
1990 : VOL. 6:5, p. 75-94 |
| Asiasana: | INTEREST RATE OPTIONS RISK MANAGEMENT LIQUIDITY |
| Kieli: | fre |
| Tiivistelmä: | Financial risks have significantly increased for the last decade compelling the treasurers to adjust their policy to an uncertain environment. The development of futures and options market of interest rate has induced in treasury risk management the concept of managing the credit or liquidity risk separately from the pure interest rate risk. Forward rate agreement, interest rate swap and options are off balance sheet products for the management of interest rate risk. The practical aspects of the evaluation and utilisation of these different products are developed, with emphasis on the forward rate agreement, serving as a basis for other futures and options. |
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