Скачать или смотреть Interest Rate Risk & Financial Intermediation (Part 1)

Crash Course in Math for Finance Ep 11: In this episode, we shall discuss Interest Rate Risk Management and how the business of Financial Intermediation naturally creates Interest Rate Risk, and that such risks given business models create the need for Asset-Liability Management. We shall zoom in on a particularly recent case of Silicon Valley Bank in 2023.

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00:00 Intro
00:38 Interest Rate Risk Defined
01:57 Fixed Income and Interest Rates
03:36 What is Financial Intermediation
06:21 Impact of IRR to Financials
08:24 Credit Risk
08:55 Treasury Bonds and Accounting Treatment
11:33 Silicon Valley Bank
14:25 Outro and Part 2 Topics