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Problem:
Banks are net lenders, when they have excess funds, or net borrowers, when they have future deficits. As any lender or borrower, they cannot eliminate interest rate risk. A variable borrower faces the risk of interest rate rises, whilst a fixed rate borrower faces the risk of paying a fixed rate above declining rates. The exposure of the lender is symmetrical. The consequence is that there is no way to neutralize interest rate risk.
(i) What do you understand by the terms? (a) Interest rate gaps (b) Liquidity Gaps (c) Term structure of interest rates
(ii) Explain how derivatives can be used to alter interest rate exposures and make interest income independent of rates.
a) Black Corp. currently has $65 million worth of floating rate debts carried at an average rate of LIBOR + 2.6% that it would like to hedge against rising interest rates withou
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Question 1: (a) What are the competing theories which have been put forward to explain the term structure of interest rates? Which theories do the evidence tend to support?
I need some ideas or topic for my 8-12 pages semester assignment. Further more tools to solve the assignment. I''m working in an engineering company (in a technical role).
Pfizer Incorporated has 2 million shares of common stock, selling at $18 each. The β of the stock is 1.5, T-bill rate is 6%, and the expected return on the market is 12%. Pfizer al
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Hi, I''m looking for a tuttor that can help analysing free Cash flow for a Company - for an exam I''m preparing for.
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