The interest rate gap is calculated as interest rate-sensitive assets less interest rate-sensitive liabilities. You can use this formula to calculate it.

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 ...

PFIX can act as an interest rate hedge as inflationary expectations rise. Rising inflation can potentially add upward pressure to SOFR and long-dated rates. The strategy primarily focuses on ...

Discover how interest rates influence futures prices, alongside other factors like storage costs and convenience yields. Learn how these elements shape market strategies.

NEW YORK, Nov 26 (Reuters) - Conflicting signals from the Federal Reserve on the timing and magnitude of U.S. interest rate cuts have accelerated hedging flows into swaptions and derivatives tied to ...