Managing Interest Rate Risk (I): GAP and Earnings Sensitivity - PowerPoint PPT Presentation
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Title:
Managing Interest Rate Risk (I): GAP and Earnings Sensitivity
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Changes in interest rates will change the bank's cost of funds as well as the ... considers the impact of changing rates on the bank's net interest income. ... – PowerPoint PPT presentation
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Title: Managing Interest Rate Risk (I): GAP and Earnings Sensitivity
1
Managing Interest Rate Risk (I)GAP and Earnings
Sensitivity
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Interest Rate Risk
- Interest Rate Risk
- The potential loss from unexpected changes in
interest rates which can significantly alter a
bank
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