Introduction to Interest-Rate Risk (Risk Management Series)

· Worked examples illustrating key points
· Explanation of complex or obscure terms
· Full glossary of terms

The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management.

Topics include interest-rate exposures, fixed or floating-rate interest, term of funding and the yield curve, forward rates and the yield curve and basis risk, gap exposure, and price risk.