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imported>Doug Williamson |
imported>Doug Williamson |
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| ''Risk management - hedging - interest rate risk - derivative instruments''.
| | Standard Settlement Instructions. |
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| (IRD).
| | These specify which named bank accounts are to be used for the receipt and payment of any settlement amounts, under a bank dealing [[mandate]]. |
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| An interest rate derivative instrument or contract is one designed to hedge interest rate risk.
| | [[Category:Compliance_and_audit]] |
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| The cash flows and value of the interest rate derivative relate to an underlying reference interest rate.
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| Examples include forward rate agreements, interest rate swaps, cross-currency interest rate swaps, interest rate options and swaptions.
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| == See also ==
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| * [[Collateral]]
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| * [[Credit support annex]]
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| * [[Cross-currency interest rate swap]]
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| * [[Derivative instrument]]
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| * [[Embedded derivative]]
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| * [[Expiry date]]
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| * [[Fixing instrument]]
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| * [[Forward rate agreement]]
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| * [[Hedging]]
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| * [[Interest rate option]]
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| * [[Interest rate risk]]
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| * [[Interest rate swap]]
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| * [[ISDA Master Agreement]]
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| * [[Linear]]
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| * [[Margining]]
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| * [[Mark to market]]
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| * [[Maturity]]
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| * [[Non-linear]]
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| * [[Notional principal]]
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| * [[Option]]
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| * [[Risk management]]
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| * [[Swaption]]
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| [[Category:The_business_context]]
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| [[Category:Investment]]
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| [[Category:Long_term_funding]]
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| [[Category:Identify_and_assess_risks]]
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| [[Category:Manage_risks]]
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| [[Category:Risk_frameworks]]
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| [[Category:Risk_reporting]]
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| [[Category:Financial_products_and_markets]] | |
Revision as of 22:39, 11 November 2013
Standard Settlement Instructions.
These specify which named bank accounts are to be used for the receipt and payment of any settlement amounts, under a bank dealing mandate.