Setting Limits: Interest Rate Risk Management
< 1 min read Repricing limits Repricing limits are set for interest rate management. […]
Limits: Trading Limits – Duration, Convexity and PVBP Limits
2 mins read time Other Limits Duration Limits Duration measures the sensitivity of the […]
Setting Limits: Value at Risk and Regulatory Approach Limits
3 mins read time Value at Risk Limits The company would need to decide […]