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【正文】 Interest Rate Risk ? Interest rate risk the risk incurred by an FI when the maturities of its assets and liabilities are mismatched ? Federal Reserve tries to have an influence on interest rate volatility through its daily openmarket operations ? Increased globalization of financial market flows has made the measurement and management of interest rate risk a prominent concern 1915 Maturity Mismatching and Interest Rate Risk ? Asset transformation involves an FI buying primary securities or assets and issuing secondary securities or liabilities to fund the assets, can often have differing maturities ? Economic or presentvalue uncertainty arises when interest rates change ? FIs can seek to hedge by matching the maturity of their assets and liabilities 1916 Market Risk ? Market risk the risk incurred in trading assets and liabilities due to changes in interest rates, exchange rates, and other asset prices ? Closely related to interest rate and foreign exchange risk ? Decline in ine from deposit taking and lending has been matched by increased reliance on ine from trading ? FI management required to establish controls or limits on daytoday exposure to risk 1917 OffBalanceSheet Risk ? Offbalancesheet risk risk incurred by an FI as the result of activities related to contingent assets and liabilities ? Letter of credit credit guarantee issued by an FI for a fee on which payment is contingent on some future even occurring, most notably default of the agent ? Loan mitments by banks, mortgage servicing contracts by thrifts, and positions in forwards, futures, swaps, options, etc., are structured to reduce an F
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