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Maintaining profitability targets and reducing interest rate risk in a scenario of interest rate volatility on the example of banco Primus. Cost based approach
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The aim of this thesis is to analyze the impact of interest rate volatility on Banco Primus net
interest margins. The research employs financial analysis tools such as duration analysis,
forecasting of interest rates and cash flow, refinancing of fixed rate loans, duration gap analysis
usage of derivatives. Findings indicate that interest rate volatility affects mortgage business lines
most significantly. The study recommends implementation of fixed loans refinancing, interest
rate swaps and reduction in duration gap by issuing auto loans with shorter maturities or
extending the maturity of liabilities.
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Interest rate Loan Kpi Analysis Volatility