Перевод: со всех языков на все языки

со всех языков на все языки

interest mismatch

См. также в других словарях:

  • Interest risk position —   Difference between interest maturities of assets plus contingent assets and interest maturities of liabilities plus contingent liabilities measured over a defined period, being the measure of the interest rate risk. Also known as the interest… …   International financial encyclopaedia

  • Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… …   Wikipedia

  • interest rate risk — ( IRR) The potential that changes in market rates of interest will reduce earnings and/or capital. The risk that changes in prevailing interest rates will adversely affect assets, liabilities, capital, income, and/or expense at different times or …   Financial and business terms

  • Mismatch position —   For Forex Book: Difference between amounts of outstanding forward purchases and outstanding forward sales, per currency resulting from outstanding forward contracts measured over a defined period.   For Money market Books: Difference between… …   International financial encyclopaedia

  • Interest risk —   The risk that the market value of the bank is exposed to fluctuations in interest rates. This risk is quantified by the interest risk position/mismatch/gap. See also Interest risk. Related reports are: • Overall mismatch. • Mismatch per book. • …   International financial encyclopaedia

  • Mismatch per book — A standard position. Not yet defined. Related positions are: • Open Currency Position. • C/A nature. • Capital & P&L. • B/S Difference Position. • Mismatch/Book. • Call. • Mismatch Position per Book Spot. • Mismatch Position per Book Forward. •… …   International financial encyclopaedia

  • Mismatch per product —   A standard position report. Related positions are:   Open Currency Position.   Capital & P&L.   C/A Nature.   B/S Difference.   Call.   Mismatch per Product Spot.   Mismatch per Product Forward.   The cumulative mismatch is calculated in the… …   International financial encyclopaedia

  • Mismatch — In general, this means to match incorrectly or unsuitably. In the banking world, it refers to a situation pertaining to asset and liability management. A mismatch occurs when assets that earn interest do not balance with liabilities upon which… …   Investment dictionary

  • mismatch risk — (1) The risk that a financial institution will suffer either a decline in income or capital because future changes in prevailing interest rates impact assets more or less than they impact liabilities. The component of interest rate risk arising… …   Financial and business terms

  • Interest rate analysis —   Is used to show the analysis on what if situations if the mismatched book is closed at the market rate and what will happen to the interest flow if market rates go up/down by a certain percentage.   The total interest book is split into two… …   International financial encyclopaedia

  • Interest result —   Is usually shown in two reports: • Break even rates report. • Interest rate analysis.   See also Position, position administration tables, Standard position codes, Combined position code, Risk management, Foreign exchange risk, Forex, Open… …   International financial encyclopaedia

Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»