0000000000058359
AUTHOR
Mutu Simona
showing 2 related works from this author
THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING
2012
Operational risk appetite is an area that attracts differing views among practitioners. In theory, accepting any type of risk may carry some aspect of reward but it is important for operational risk practitioners to be aware of the view that this risk type differs from, for example, credit risk and market risk. Operational risks may be inherent in operational activities but are rarely intentionally sought and have no material upside in terms of return/income generation. There are, however, cost/benefit decisions involved in defining an appropriate balance between accepting potential losses on the one hand and incurring costs of mitigation on the other.In simple terms, the expression of the …
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES
2012
The interest rate risk is the most important risk that derives from the OTC transactions, taking into consideration both the notional amounts and the market value of the financial derivatives that relies on interest rate contracts. Open positions on interest rate derivatives represents more than 75% of the OTC market. In the European banking market interest rate swaps prices are strongly dependent on the interbank interest rates. In this paper we want to analyze the behavior of the Eoniaswap indices and their impact on the interest rate swaps between banks.