Interest

Absolute interest rate risk occurs when we are exposed to directional changes in rates – either up or down. This is the main area of rate risk that gets monitored and analysed within a company as it is immediately visible and has a potential effect on profit.

There is more! You will like the articles below…

Only 5 days left until the International Treasury Management Virtual Week 2020

EuroFinance International Treasury Management Virtual Week 21-25 September 2020

Corporate Governance and Treasury | Embrace the Corporate Treasury Policy

Basis Swap – how to convert your exposure

Davos, interest rates and secular stagnation

The strength of the EUR or the weakness of the USD

What will be the new “normal” for interest rates?

Forward Rate Agreement (FRA)

Cash Pooling

2 most common financial risks faced by a company

Managing treasury risk: Interest rate risk (Part II)

Managing interest rate and liquidity risk

The impact of negative interest rates

fix interest rate

Zero Coupon Yields and implied Forward Yields

fix interest rate

Yield Curves (term structure of interest rates) – filling in the blanks part II

fix interest rate

Yield Curves (term structure of interest rates) – filling in the blanks

Short note on interest rate derivatives

Negative Interest Rate Policy: No lasting effect on FX

Risk Management topics

Risk Management

Foreign Exchange (FX)

Operational Risk