Final exam (35%)
Your name _
Your Id No. (NOT Soc. Sec. no.) _
Make sure that all pages (1 through 4) are there. The maximum number of points for the exam is
80. Read the questions carefully and make sure that you do
Chapter 07 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
RISK MANAGEMENT FOR CHANGING INTEREST RATES: ASSET-LIABILITY
MANAGEMENT AND DURATION TECHNIQUES
Goals of This Chapter: The purpose of th
Chapters 7 and 8
Asset, liability, and funds management
Interest rate risk for corporations a reminder
Market rates and interest rate risk for banks
Measuring interest rate sensitivity and the dollar gap
An historical perspective
Alternatives to managing interest rate risk
Measuring interest rate sensitivity and the dollar gap
Duration gap analysis
Simulation and asset/liability management
FACULTY OF MANAGEMENT AND TOURISM
STUDENT FULL NAME _ID_MAJOR:_
TUTOR:_ TUT:_ DATE: _ TIME: 30 MINS
- You are required to complete the midterm test (including section A and B) by using Excel.
K HOCH CHNG TRNH ORIENTATION
1. Mc ch:
-nh hng cho sinh vin K11 v mi trng hc tp v cc hot ng ngoi kha
2. Hnh thc
-Chia s kinh nghim qua hnh thc k chuyn, tm s kt hp trnh chiu slides
3. i hnh tham gia
-MC: Nguyn Minh Trang
-Chia s kinh nghim: 3 si
5: Risk and Term Structure of Interest Rates Risk and Uncertainty 1. A person who is relatively risk averse will be likely to hold: (a) no money as a financial asset. (b) relatively large amounts of real estate. (c) assets expected to earn relatively low
Upon entering the 21st century, leaders from both developed and developing countries gathered and agreed to achieve a set of concrete, measurable development objectives by 2015 through the adoption of the Millennium Declarati
Economic growth slows to 3.2% in Q3
By Iris C. Gonzales (The Philippine Star) Updated November 29, 2011 12:00 AM MANILA, Philippines - Underspending by the government and global uncertainties continued to drag economic growth in the third quarter, with gr
Balance of Payments June 2011
1. What is the Balance of Payments (BOP)? The Balance of Payments (BOP) is a summary of the economic transactions of a country with the rest of the world, for a specific time
Zaplan, Marco Angelo S.
1. I think there is a need for such initiatives like the Millennium Development Goals (MDGs) to
settle and identify problems confronting nations of the world. In this way, they are easily
addressed especially wi
Information in Competitive Markets
In purely competitive markets all agents are fully informed about traded commodities and other aspects of the market. x What about markets for medical services, or insurance, or
Public Goods - Definition
A good is purely public if it is both nonexcludable and nonrival in consumption. Nonexcludable - all consumers can consume the good. Nonrival - each consumer can consume all of the good.
Chapter 3 Homework Solutions
1. Option b best captures the medium of exchange definition of money.
2. Under a pure barter system, trade will be difficult at best. The orchard owner is only
willing to trade apples for bananas. However, the banana grower is
In this chapter, we discuss how futures contracts are
priced. This chapter is organized into the following
1. Reading Futures Prices
2. The Basis and Spreads
3. Models of Futures Prices
4. Futures Prices and Expectations
Vit li cu ngha khng i
1. Could you show me the way to the Ben Thanh market ?
He asked me_
2. The librarian arranges the books into section.
3. The children laughed a lot because of the lion shows.
The lion show made_
4. They are not at home tod
Tutorial 6 Content
1. Review problem "05-5"
2. Create a model that solve generic linear equation (ax+b=0). Clearly separate components of
the model. Use comment, textbox and cell text as documentation(pay close attention to
assumptions). Write the date of
Tutorial 5 Content
1. Go to worksheet "05-1" and complete the requirements there
2. Go to worksheet "05-2" and complete the requirements there
3. Go to worksheet "05-3" and complete the requirements there
4. Go to worksheet "05-4" and complete the require
English-Vietnamese translation of terminology on credit card
CHAPTER ONE: INTRODUCTION
1.1. Background to the study
It was a milestone in my life when I passed the hard entrance exam
to the English class of my province's high school for gi
Hng dn hc sinh tm li gii cho bi ton chng minh bng phng php phn tch
trong mn hnh hc lp 7
1. Ti liu tham kho
-Ti liu bi dng thng xuyn cho gio vin THCS chu k III
(2004 2007). Quyn 1- 2005 ; qyun 2 2007 NXBGD
- Ti liu v i mi phng php dy hc, i mi c
Business Modeling Faculty of Management and Tourism
B GIO DC V O TO
TRNG I HC H NI
Gim th 1:.
Gim th 2:.
THI HT HC PHN (20/12/2011)
MN M HNH TI CHNH
H Chnh Quy - Thi gian: 60 pht. thi c 2 trang. M ca bn l 32
Th sinh c s dng ti liu di dng vn bn (sch, v, s
Chapter 8 (Rose & Hudgins, 8th ed., 11F), Risk Management: Financial Futures, Options,
Swaps and Other Hedging Tools - LEARNING OBJECTIVES
Use of Derivatives by U.S. Banks (p. 249, more current and detailed data is below)
Data from OCC Bank Derivatives
BASICS OF FINANCIAL
CAS / ARIA Financial Risk Management
Seminar - Denver, CO
Rick Gorvett, FCAS, Ph.D.
The College of Insurance
WHY SHOULD WE STUDY
FINANCIAL RISK MANAGEMENT?
To better understand the
FOR MOR INFORMATION, PLEASE CONTACT
Ch ng (subject). 7
Danh t m c v khng m c.
ng t ( verb)
Qun t a (an) v the
Cch s dng Other v another.
Cch s dng litter/ a litter, few/ a few
S hu cch
Extra Chapter 7 Problems # 11, 12, 14, 15
7-11 Casio Merchants and Trust Bank, N.A., has a portfolio of loans and securities expected to
generate cash inflows for the bank as follows:
Expected Cash Receipts
CU HI N TP TON LP 7 - NM HC 2009 2010
A. PHN I S:
I. L THUYT:
Cu 1. - Th no l s hu t? Cho v d?
- Khi vit di dng s thp phn, s hu t c biu din nh th
no? Cho v d.
- Th no l s v t? Cho v d.
- S thc l g?
- Nu mi quan h gia tp Q, tp I, tp R.
Cu 2. Gi tr tuyt ca