against interest rate risk and prepayment risk, and therefore eliminates the need of periodic rebalancing of a portfolio of …

amount of portfolio rebalancing and therefore reduces the cost of MSR portfolio hedging. Practical implications – The paper …

, it is difficult to choose an appropriate bond for hedging among available bonds and to calculate duration. Third …/methodology/approach – The proposed design is a model‐driven enterprise system. Findings – The proposed system integrates the complex risk … management into the enterprise architecture. It can merge, import, and share resource related data across managements …

portfolio to be hedged against interest rate risk. Design/methodology/approach – In this paper, a general model is developed to … hedged against interest rate risk. Originality/value – An innovative model has been developed that helps create a portfolio …

importance of hedging theories and to look at the detailed risk management practices of companies. Findings – The research …Purpose – The purpose of this paper is to examine the interest rate risk management (IRRM) practices of UK companies … findings confirm that all five theories of financial risk management have some support in practice. However, while the …