The Dynamics of the South African Financial System: Financial Risk Management |
Contents
PARTI THE BACKGROUND | 2 |
RISK MANAGEMENT IN THE PRIVATE FINANCIAL | 17 |
Interest rate risk management | 37 |
Copyright | |
9 other sections not shown
Common terms and phrases
ALCO amount analysis assets and liabilities ASSETS MINUS LIABILITIES balance of payments balance sheet Bank XYZ bankers borrowing Buy dollars Call deposits Call loans capital risk cash balances changes constraints contract credit risk currency risk decline discount houses discount window dollars spot domestic economic equity exports fixed-interest securities forecast foreign exchange market foreign reserves forward contract Forward margin forward position funds futures contract gap exposure gold government stock hedging impact important increase interest income interest rate risk investment risk investors ITEMS ASSETS liquid assets liquidity risk long-term market rates maturity structure million monetary authorities monetary policy money market shortage months net interest income non-rate items operations option portfolio profit public debt management purchase rand rand/US dollar ratio repurchase agreements requirements Reserve Bank rise risk exposure risk management sells dollars share short-term South African bank spot and forward total assets Treasury bills variable-rate yield curve