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1. 1. Measuring Interest Rate Risk in the Treasury Operations of an International Industrial Company Group : A Case Study of Toyota Industries Finance International

   Magister-uppsats, Företagsekonomi

   Författare :Erik Håkansson; Viktor Åberg; [2012]
   Nyckelord :Interest rate risk; treasury department; duration model; convexity; repricing model; stress test; Ränterisk; treasury; duration; konvexitet; repricing; stresstest;

   Sammanfattning : Background: The volatility in the interest rate market have increased during the last decade and this have made interest rate risk management more important for  both financial institutions and non-financial companies with short- and long term financial commitments. Objective: The main objective of this thesis is to analyze different ways of measuring interest rate risk in the treasury operations an international industrial company group. LÄS MER