Interest Rate Spreads & Market Analysis: Tools for Managing and Reducing Rate Exposure in Global Markets - Hardcover

Citicorp

 
9780786309702: Interest Rate Spreads & Market Analysis: Tools for Managing and Reducing Rate Exposure in Global Markets

Inhaltsangabe

Managing a firm's or a portfolio's exposure to global market risk is a critical task for today's financial manager. While many management tools have been developed over the past decade to help financial managers contend with market volatility, the proper application of these tools demands a thorough understanding of how rates and prices behave in different economic environments. It is the purpose of Interest Rate Spreads & Market Analysis to provide necessary information to help the financial manager determine which instruments will perform more favorably in various economic scenarios.
Compiled by Citicorp, a leader in exposure management solutions, Interest Rate Spreads & Market Analysis provides portfolio and money managers, financial executives, corporate treasurers, traders, bankers and other professionals with a perspective on the historical movements of key global market rates and prices from 1985 to the present day. In addition to examining the absolute rate and price levels experienced over the past decade, Interest Rate Spreads & Market Analysis also explores the interrelationship between key instruments, both in the U.S. and abroad. Also included are summary statistics for each year and for the decade as a whole.
This book covers all of the major taxable interest rate instruments in the U.S. - including money market products such as commercial paper and Eurodollar deposits and capital market products such as Treasury securities, corporate bonds and interest rate swaps. This handy reference guide also provides commentary on the factors that have affected spread relationships in the past decade and those that are likely to be of influence in the future.
The Eighth Edition of Interest Rate Spreads & Market Analysis also includes key information such as U.S. economic indicators and a host of global rates and prices - including foreign interest rates, exchange rates, commodity prices and equity indices.

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