© Global Association of Risk Professionals 4.6 Asset and liability management 4.6.1Interest rate risk in the banking book – contoh Mortgage customers
{"Image DocumentName": "4.6.1 Interest rate risk in the banking book \u2013 contoh", "Image ImageDescription": "4.6 Asset and liability management Interest rate risk in the banking book \u2013 contoh. Mortgage. customers. Bank H. Depositors. Paying 5 year fixed. interest rate. Paying floating. 1 month rate. Bank H dengan demikian menjalankan usaha yang memiliki tingkat risiko suku bunga yang signifikan. Jika risiko suku bunga tidak dikelola dan suku bunga naik sepanjang yield curve, bank harus membayar lebih banyak kepada deposan dalam waktu 30 hari, tetapi tidak akan bisa meningkatkan seluruh bunga hipotek sampai lima tahun. Number of key strokes required to advance slide \u2013 4. Bank H offers its personal (retail) customers mortgages at interest rates fixed every five years. This gives customers a mortgage at a fixed repayment rate for a significant period and proves to be popular. Bank H takes customer deposits typically on a very short contractual maturity. For example, deposits that may be withdrawn on demand or after 30 days\u2019 notice are the bank\u2019s most common deposit product. As a result the bank pays a one-month market rate for these deposits. The actual cost to Bank H will greatly depend on the average time to the re-pricing of the mortgages. For example, the bank might have made some of these loans four years and 364 days ago and will only have to wait one day to raise the interest rate. However, it might also have made some of the loans yesterday and therefore would have to wait four years and 364 days before it could raise the interest rate on these loans. \u00a9 Global Association of Risk Professionals.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}