0

financial sector reforms and interest rate liberalization in nigeria

Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies ppt

Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies ppt

Ngân hàng - Tín dụng

... PAPERS MT-DP – 2006/15 Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies BALÁZS ÉGERT INSTITUTE OF ECONOMICS, HUNGARIAN ACADEMY ... p-valuesPRE- AND POST-EVENT WINDOWW12510152030405060Hungary2/5 DAYSwind0.8930.3300.9380.9630.8650.5000.750smooth0.9781.0000.9900.9060.8650.8540.04510 DAYSwind0.9290.2500.9620.9340.9060.5000.750smooth0.8561.0000.9130.9340.6070.8540.04520 ... p-valuesPRE- AND POST-EVENT WINDOWEVENTW12510152030405060Hungary2/5 DAYSwind0.9610.8280.9130.9780.9230.5000.750smooth0.9921.0000.9920.9780.9690.9420.04510 DAYSwind0.9750.7800.9420.9620.9460.5000.750smooth0.9471.0000.9420.9850.8790.9420.04520...
  • 53
  • 464
  • 0
BANK LENDING AND INTEREST RATE CHANGES IN A DYNAMIC MATCHING MODEL ppt

BANK LENDING AND INTEREST RATE CHANGES IN A DYNAMIC MATCHING MODEL ppt

Ngân hàng - Tín dụng

  • 46
  • 386
  • 0
Working pAper series no 1041/ A pril 2009: An economic cApitAl model integrAting credit And interest rAte risk in the bAnking book doc

Working pAper series no 1041/ A pril 2009: An economic cApitAl model integrAting credit And interest rAte risk in the bAnking book doc

Ngân hàng - Tín dụng

  • 57
  • 1,186
  • 0
The Foreign Exchange and Interest Rate Derivatives Markets: Turnover in the United States, April 2010 doc

The Foreign Exchange and Interest Rate Derivatives Markets: Turnover in the United States, April 2010 doc

Ngân hàng - Tín dụng

... specific interest rate on a predetermined principal for a set period of time. Interest rate cap OTC option that pays the difference between a floating interest rate and the cap rate. Interest ... Interest rate floor OTC option that pays the difference between the floor rate and a floating interest rate. Interest rate collar Combination of cap and floor. Interest rate corridor ... interest rate. Interest rate swaption OTC option to enter into an interest rate swap contract, purchasing the right to pay or receive a certain fixed rate. Interest rate warrant OTC...
  • 27
  • 525
  • 0
Interest Rate Policy in Egypt - Its Role in Stabilization and Adjustment pdf

Interest Rate Policy in Egypt - Its Role in Stabilization and Adjustment pdf

Ngân hàng - Tín dụng

... banking sector, cannot be discounted.A. Interest Rate and Business InvestmentThe first step in examining how higher interest rates may influencebusiness investment decisions and ... reforming public enterprises, and economy's financial sector. They analyze the streamlining public investment. But the in- role that interest rate policy could play in creases in interest rates ... FINANCIAL SECTOR IN EGYPT .5IV. THE ROLE OF INTEREST RATES IN STAB:LIZATION AND ADJUSTMENT 10A. INTEREST RATES AND CURRENCY SUBSTITUTION 11DECOMPOSITION OF FINANCIAL...
  • 39
  • 368
  • 0
Tài liệu BANK LENDING AND INTEREST- RATE DERIVATIVES pdf

Tài liệu BANK LENDING AND INTEREST- RATE DERIVATIVES pdf

Ngân hàng - Tín dụng

... banks and growth in their commercial and industrial loan portfolios. More specifically, we find that aggregate use of derivative instruments, in particular interest- rate options, interest- rate ... model of financial intermediation. In that model, Diamond argues that interest- rate derivatives allow commercial banks to lessen their systematic exposure to changes in interest rates. In addition, ... reported using interest- rate options, and 8.61 percent reported using FRAs. Only 3.28 percent of the sample banks reported using interest- rate futures. Finally, over-the-counter dealers and subsidiaries...
  • 33
  • 481
  • 0
Tài liệu Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers? pdf

Tài liệu Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers? pdf

Ngân hàng - Tín dụng

... capitalization and bank interest rate setting may be not linear. For example, using banking data from 1984 to 1993, Calem and Rob (1999) find a U-shaped relationship between equity capital and risk-taking. ... dotted line indicates Lehman’s default. 4 Since bank interest rates could be sluggish in adjusting, we analyze the interest rates on overdraft loans that are modified unilaterally and at ... testing the role of lending relationships in bank interest rate setting. The data come from four sources: i) the Credit Register (CR) maintained by the Bank of Italy, containing detailed information...
  • 41
  • 544
  • 0
Tài liệu Research

Tài liệu Research " Stabilization Programs, Monetary Policy and Exchange Rate Movements in Emerging Markets Economies " doc

Thạc sĩ - Cao học

...
  • 139
  • 318
  • 0
Limits on Interest Rate Rules in the ISModel potx

Limits on Interest Rate Rules in the ISModel potx

Ngân hàng - Tín dụng

... level, real income, and thenominal interest rate. In ation and In ationary ExpectationsDuring the 1950s and 1960s, the simple IS model proved inappropriate forthinking about sustained in ation, ... short-term relationship between in ation (output) and interest rate shocks was random in magnitude and sign.Combining the Cases: Limits on Pure Interest Rate RulesThus, depending on what one admits ... RulesThere are striking implications of this modification for the nature of output and interest rate linkages or, equivalently, in ation and interest rate linkages.Combining the expectational...
  • 29
  • 404
  • 0
Credit Default Swaps Calibration and Option Pricing with the SSRD Stochastic Intensity and Interest-Rate Model pot

Credit Default Swaps Calibration and Option Pricing with the SSRD Stochastic Intensity and Interest-Rate Model pot

Ngân hàng - Tín dụng

... The interest- rate calibration and the credit market calibration are separate, which canbe helpful in splitting competence. We discussed numerically the impact of interest- rate and default-intensity ... to introducedependence between interest rates and default by means of a stochastic intensity thatwill be correlated with the short rate. 2.1 Pricing and calibrating CDS with deterministic intensitymodelsConsider ... caps for the interest rate market and options on CDS’s in thecredit market. The calibrations to the interest- rate market and to the creditmarket can be kept separate, thus realizing a superposition...
  • 27
  • 393
  • 0
Interest-Rate Risk in the Indian Banking System docx

Interest-Rate Risk in the Indian Banking System docx

Ngân hàng - Tín dụng

... this drop in interest rates. Since interest rates cannot continue to drop indefinitely, there is much interest in the question: What would happento the balance sheets of banks if interest rates go ... a rise in interest rates uponbanks in India. In this paper, we measure the interest rate risk of a sample of major banks in India, using two methodologies. The first consists of estimating the ... banks in India in the event of an increase in interest rates. I am confident that it will help the shareholders and managers of banks, board members, supervisors and policy makers in thinking...
  • 34
  • 415
  • 0
Bank income and profits over the business and interest rate cycle pdf

Bank income and profits over the business and interest rate cycle pdf

Ngân hàng - Tín dụng

... measuresNet interest margin (TA) Net interest income (interest income less interest expense) divided by total assets(percentage).Net interest margin (IEA) Net interest income divided by interest- earning ... (percentage).Net interest spread Interest income divided by interest- earning assets less interest expense divided by interest- bearing liabilities (percentage).Net interest spread (non-banks) Interest income ... of net interest income. Consequently, the effectsof structural change and the banking sectors’ reactions cannot be stricly separated in explainingtrends in net interest margins and banking profits.3.2...
  • 44
  • 402
  • 0
BANK LOAN COMMITMENTS AND INTEREST RATE VOLATILITY potx

BANK LOAN COMMITMENTS AND INTEREST RATE VOLATILITY potx

Ngân hàng - Tín dụng

...
  • 14
  • 342
  • 0
INTEREST RATE RISK IN THE BANKING BOOK ppt

INTEREST RATE RISK IN THE BANKING BOOK ppt

Ngân hàng - Tín dụng

... in its financial position as interest rates move over time. ADIs, and regulators, typically split interest rate risk into two components: traded interest rate risk and non-traded interest rate ... interest rate risk arising from taking trading positions in interest rate markets (ie the interest rate risk inherent in an ADI’s ‘trading book’)3. ADIs are not required to hold capital against interest ... impact of interest rate moves on earnings, a significant component of which is net interest income − the difference between interest receipts and payments. Interest rate changes also affect interest- rate...
  • 9
  • 671
  • 0
THE USE OF DERIVATIVES TO MANAGE INTEREST RATE RISK IN COMMERCIAL BANKS docx

THE USE OF DERIVATIVES TO MANAGE INTEREST RATE RISK IN COMMERCIAL BANKS docx

Ngân hàng - Tín dụng

... decrease in interest rates, and this means that the bank will lose money in the cash market if rates decline. By selling interest rate forwards, futures or by engaging in an interest rate swap in ... decreases in interest rates (Sinkey 2002). Interest rate swaps can thus reduce interest rate risk either by converting a fixed -rate in- come stream to a variable -rate stream or by converting a variable -rate ... buying interest rate futures or forwards or by engaging in an interest rate swap in which the LRBA bank pays fixed and receives floating rate, positive cash flows are generated by the particular in- terest...
  • 15
  • 719
  • 1
DETERMINANTS OF INTEREST RATE SPREADS IN BELIZE ppt

DETERMINANTS OF INTEREST RATE SPREADS IN BELIZE ppt

Ngân hàng - Tín dụng

... Solomon Islands, “Understanding the Interest Rate Spread in Solomon Islands,” Focus Report, 2007. Chirwa, Ephraim and Montfort Mlachila, Financial Reforms and Interest Rate Spreads in the Commercial ... non -interest income and interest rate spreads suggests that increases in fee-based activities have been compensating for increasing inefficiency. These two issues point to the need for increased ... non-performing loans in Kenya, which in turn pushed up lending rates and increased net interest margins (Ngugi 2001). Macro-economic factors such as inflation, GDP growth, interest rates on...
  • 46
  • 390
  • 0
INTEREST RATE RISK IN THE BANKING BOOK* pdf

INTEREST RATE RISK IN THE BANKING BOOK* pdf

Ngân hàng - Tín dụng

... of interest rates.Banco de Portugal | Financial Stability Report 2005Parte II | Articles128The legal framework covering interest rate risk in the banking book in Portugal is defined in Instructionno. ... interest rate risk that takes into consideration the changes in all financial flows related directly or indirectly to intermediation stemming from changes in market inter-est rates, including ... review, and for most of them, the impact of an increase in the interest rates will be positive in terms of interest rate risk, both on a net worth level and in terms of the interest margin. Therefore,...
  • 11
  • 506
  • 1
The Role of Interest Rate Swaps in Corporate Finance doc

The Role of Interest Rate Swaps in Corporate Finance doc

Ngân hàng - Tín dụng

  • 20
  • 387
  • 0
Central Bank Interest-Rate Control in a Cashless, Arrow-Debreu economy: a comment on Wallace pptx

Central Bank Interest-Rate Control in a Cashless, Arrow-Debreu economy: a comment on Wallace pptx

Ngân hàng - Tín dụng

  • 21
  • 217
  • 0
WORKING PAPER SERIES NO. 303 / FEBRUARY 2004: FISCAL POLICY EVENTS AND INTEREST RATE SWAP SPREADS: EVIDENCE FROM THE EU pdf

WORKING PAPER SERIES NO. 303 / FEBRUARY 2004: FISCAL POLICY EVENTS AND INTEREST RATE SWAP SPREADS: EVIDENCE FROM THE EU pdf

Ngân hàng - Tín dụng

  • 53
  • 519
  • 0

Xem thêm

Tìm thêm: xác định các mục tiêu của chương trình khảo sát các chuẩn giảng dạy tiếng nhật từ góc độ lí thuyết và thực tiễn khảo sát chương trình đào tạo của các đơn vị đào tạo tại nhật bản khảo sát chương trình đào tạo gắn với các giáo trình cụ thể xác định thời lượng học về mặt lí thuyết và thực tế tiến hành xây dựng chương trình đào tạo dành cho đối tượng không chuyên ngữ tại việt nam điều tra đối với đối tượng giảng viên và đối tượng quản lí điều tra với đối tượng sinh viên học tiếng nhật không chuyên ngữ1 khảo sát các chương trình đào tạo theo những bộ giáo trình tiêu biểu nội dung cụ thể cho từng kĩ năng ở từng cấp độ xác định mức độ đáp ứng về văn hoá và chuyên môn trong ct phát huy những thành tựu công nghệ mới nhất được áp dụng vào công tác dạy và học ngoại ngữ mở máy động cơ lồng sóc mở máy động cơ rôto dây quấn các đặc tính của động cơ điện không đồng bộ hệ số công suất cosp fi p2 đặc tuyến mômen quay m fi p2 đặc tuyến tốc độ rôto n fi p2 đặc tuyến dòng điện stato i1 fi p2 phần 3 giới thiệu nguyên liệu