Market Risk Management executive Archives | Imarticus
November 15, 2016
Measuring Interest Rate Risk with GAP analysis By Jigna Shah The potential loss resulting from unforeseen changes in interest rates which can change profitability of a bank is known as interest rate risk. Types of Interest rate risk: • Spread Risk (reinvestment rate risk): The change in banks cost of funds as well as the return on their invested assets due to […] Read More »