The International Accounting Standards Board proposed a new accounting model to reflect how banks and other financial institutions manage interest rate risks in their portfolios. Processing Content ...
Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.
South Africa's rate cutting cycle is still in full swing with economists anticipating another 50 basis points of cuts in 2026 ...
We study the impact of climate policy on the long-run real interest rate in a tractable climate-economy model based on the work of Golosov et al. (2014). When the growth rate of the carbon tax exceeds ...
This month marks the one-year anniversary of the Federal Reserve's most recent interest rate hike, which pushed rates to their highest point in 23 years. Now, with inflation continuing to cool, ...
The Federal Reserve is set to make its next interest rate decision today, even as a near-total blackout of federal economic data continues amid the government shutdown. The Labor Department, however, ...
Discover how to build a CD ladder to strategically enhance liquidity and maximize interest. A step-by-step guide for balanced investing with certificates of deposit.
U.S. Treasury rates in the long-end of the curve appear 100 basis points too high relative to fundamentals. Even if interest rate levels were appropriate, macroeconomic and geopolitical risks abound.