Financial Institutions and Markets Jim Wilcox Bond Yields‚ Returns‚ Risks‚ and Duration • • • • • Bonds and Loans Yields and Returns Price Volatility and Risk in Default-Free Bonds Measuring Interest Rate Risk Duration: Types‚ Calculation‚ Meaning‚ Uses • Next Time: Chapter 11 re: Duration Week # 2 January 28‚ 2014 1 Coming Soon! What We Did 1. 2. 3. 4. Week # 2 January 28‚ 2014 2 Yield to Maturity (YTM): A Result‚ Not a Cause! • YTM = percentage rate
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the risk. Moreover‚ it can reduce cash flow and earnings volatility‚ minimise the management time and costs dedicated to global FX management and align FX management in a manner consistent with how GM operates its automotive business. For the different exposures‚ GM implements different ways to hedge. Commercial (operating) exposure‚ GM would calculate the implied risk which equals to regional notional exposure times annual volatility of relevant currency pair. If the implied risk is more than
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Risk and Financial Management Risk and Financial Management: Mathematical and Computational Methods. C 2004 John Wiley & Sons‚ Ltd ISBN: 0-470-84908-8 C. Tapiero Risk and Financial Management Mathematical and Computational Methods CHARLES TAPIERO ESSEC Business School‚ Paris‚ France Copyright C 2004 John Wiley & Sons Ltd‚ The Atrium‚ Southern Gate‚ Chichester‚ West Sussex PO19 8SQ‚ England Telephone (+44) 1243 779777 Email (for orders and customer service enquiries):
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Procter & Gamble Risk Management Report The Proctor & Gamble Company Abstract This report discusses the main values together with the principle risks and uncertainties that P&G is currently facing. A brief description of the company’s profile with key facts is initially outlined. It is concluded that P&G‚ as a multinational company with diverse product offerings‚ is constantly exposed to market risks‚ such as credit risk‚ changes in interest rates‚ currency exchange rates and commodity prices
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devaluating in one currency could be compensated with revaluation in another and in the long term assets and net worth would not be affected by currency volatility because exchange rate movements mainly depend on productivity. GM’s current policy is to hedge 50% of all significant foreign exposure on a commercial level. The majority of volatility reduction is
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Case Delta Beverage Group‚ Inc. History The Delta Beverage Group is a bottling and canning company from the United States. Delta had some very strong brand names‚ like Pepsi and Mountain Dew‚ included in their franchises. Around 1988‚ a price war occurred and Delta suffered from compressed margins. About a year later situation became critical and a new management team from was hired. The new management stopped the fall in prices‚ the decline in market share and increased margins by changing
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Index Performance 20 “Treasury” – KASE Index Volatility 21 “Treasury” – KASE Index Linear Regression 22 “Treasury” – KASE Index Data File 23 Appendix 2 24 “Native Lands” – S&P 500 Index Performance 24 “Native Lands” – S&P 500 Index Volatility 25 “Native Lands” – S&P 500 Linear Regression 26 “Native Lands” – S&P 500 Data File 27 Appendix 3 28 “Global Markets” – S&P 500 Performance 28 “Global Markets” – S&P 500 Volatility 29 “Global Markets” – S&P 500 Linear Regression
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prices using artificial neural network: A study of amman stock exchange‚” Jordan Journal of Mechanical and Industrial Engineering‚ vol. 5‚ pp. 439–446‚ 2011. [6] S. Agrawal and M. Jindal‚ “Artificial neural networks an application to stock market volatility‚” International Journal of Engineering Science and Technology‚ vol. 2‚ pp. 1451–1460‚ 2010. [7] M. P. N. andHamidreza Taremian‚ “Stock market value prediction using neural networks‚” 978-1-4244-7818-7/10/@ 2010 IEEE‚ vol. 2‚ pp. 9–16‚ 2010. [8]
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HOW CAN ORGANIZATIONS SAFEGUARD THEMSELVES AGAINST EXCESSIVE RISK TAKEN BY NARCISSISTIC CEOS May 2013 (net word count: 3.226) by QIAN CHEN MARK ELSMA FENNA PIERSEMA JAN ROELAND University of Groningen Faculty of Economics and Business 2 TABLE OF CONTENTS 1 INTRODUCTION ............................................................................................................. 3 2 ANALYSIS ........................................................................
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FNCE90051 Fundamentals of Portfolio Management Assignment Part B The assessments of these portfolios combine portfolio evaluation‚ market efficiency‚ and whether or not CAPM and Fama-French Model are adequate. According to CAPM‚ the portfolios of companies with very small market capitalizations and very high book-to-market ratios have essentially doing well‚ since the coefficient of is 0.5 that means the average monthly return 0.5% above the return it should have been given
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