by Lam Kang Hung, Roger. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaf 63). / Abstract --- p.ii / Table of Contents --- p.iii / List of Tables --- p.v / List of Figures --- p.vi / Acknowledgements --- p.vii / Chapter Chapter I --- --- Introduction --- p.1 / Scope --- p.1-2 / Chapter Chapter II--- --- Methodology --- p.3 / Chapter Chapter III--- --- What Is Risk Management --- p.4 / Chapter Chapter IV --- --- What Is Interest Risk Management --- p.5 / Chapter Chapter V --- --- Importance Of Interest Rate Risk Management --- p.7 / Chapter Chapter VI --- --- Techniques Used In Interest Rate Risk Management --- p.10 / Gap Analysis --- p.10 / Limitations --- p.12 / Duration Analysis --- p.13 / Limitations --- p.15 / Simulation Analysis --- p.16 / Limitations --- p.17 / Chapter Chapter VII --- --- Treasury Tools Available --- p.18 / Interest Rate Swap --- p.18 / Futures Markets --- p.22 / Forward Rate Agreements --- p.25 / Options Markets --- p.27 / Exchange Traded Versus Over The Counter Options --- p.31 / Interest Rate Cap --- p.32 / Interest Rate Floor --- p.34 / Interest Rate Collar --- p.35 / Interest Rate Swaptions --- p.38 / Synthetic Products --- p.38 / Chapter 1. --- Asset Swaps --- p.38 / Chapter 2. --- Equity Swaps --- p.39 / Chapter Chapter VIII --- --- Hedging Strategies --- p.40 / Strategy 1: Remain Unhedged --- p.40 / Strategy 2: Interest Rate Swaps --- p.40 / Strategy 3: Interest Rate Caps --- p.41 / Strategy 4: Interest Rate Collars --- p.41 / Strategy 5: Interest Rate Swaptions --- p.41 / Chapter Chapter IX --- --- Risk Management In M.T.R. and K.C.R --- p.45 / Mass Transit Railway Corporation --- p.45 / Background --- p.45 / Financial Strategy --- p.47 / Debt Management --- p.47 / Techniques Employed --- p.49 / Kowloon-Canton Railway Corporation --- p.51 / Principal Activities --- p.51 / Financial Management --- p.52 / Chapter Chapter X --- --- Concluding Remarks --- p.54 / Appendices / Chapter Appendix I --- Selected Financial Information of M.T.R --- p.57 / Chapter Appendix II --- Selected .Financial Information of K.C.R.C --- p.58 / Chapter Appendix III --- Interest Rate --- p.59 / Chapter Appendix IV --- Capital Market Instruments Employed By MTRC --- p.60 / Bibliography --- p.62
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318832 |
| Date | January 1992 |
| Contributors | Lam, Kang Hung., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Publisher | Chinese University of Hong Kong |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vii, 64 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong, China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
Page generated in 0.0023 seconds