Abstract
[Autom. eng. transl.] The use of derivative instruments makes it possible to associate interest rate monitoring strategies with interest rate management, which can transform different positions over time through a process of re-definition of risk profiles.
| Translated title of the contribution | [Autom. eng. transl.] The possible use of interest rate swaps in monitoring interest rate risk |
|---|---|
| Original language | Italian |
| Title of host publication | Banca, Mercati, Risparmio, Saggi in onore di Tancredi Bianchi |
| Editors | M. Brogi M. Comana |
| Pages | 171-185 |
| Number of pages | 15 |
| Publication status | Published - 2009 |
Keywords
- Interest rate swap
- rischio di tasso