By R. Venkata Subramani
The monetary trouble that all started in mid-2007 led to the accounting ordinary setters and industry regulators around the globe to come back up with a number of proposals to change the accounting criteria. Accounting for Investments, quantity 2: fastened source of revenue and rate of interest Derivatives covers the revised criteria which are already reported and covers the proposals which are presently being reviewed. The e-book starts with the fundamentals for the monetary items coated, defining the product, how it is dependent, its merits and drawbacks, and the several occasions within the alternate lifestyles cycle. It then offers an exhaustive therapy of assorted accounting entries that are meant to be recorded by means of any entity keeping investments within the kind of fastened source of revenue securities and rate of interest derivatives.
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Extra resources for Accounting for Investments, Volume 2--Fixed Income and Interest Rate Derivatives. A Practitioner's Handbook
Such measures have brought about a serious relook at aligning the accounting theory and practices to global prescriptions and practices, though there are still some areas of discussion pending even amongst the western experts on principles. The unprecedented growth in the financial sector has called for not only an adoption of changed accounting standards and principles but also has brought about the creation and adoption of financial instruments that are continuously appraised and fine-tuned based on experiences of the accounting fraternity and also other users of these instruments.
For agreeing to publish the second volume of this series. I would like to thank Jules Yap, Joel Balbin and the entire production team at John Wiley. Without their persevering efforts and help this book might have never seen the light of the day. I want to acknowledge Grace Pundyk for her wonderful copy editing of my text. Special thanks to Loretta Wickenden, Chief Executive Officer of Latilla LLC for her very meticulous efforts in dotting the i’s and crossing the t’s. I want to express my deep gratitude to respected Sri N.
Duration risk: The modified duration of a bond is a measure of its sensitivity to interest rate movements, based on the average time to maturity of its interest and principal cash flows. Duration enables investors to more easily compare bonds with different maturities and coupon rates by creating a simple rule: with every percentage change in interest rates, the bond’s value will decline by its modified duration, stated as a percentage. For example, an investment with a modified duration of five years will rise 5 percent in value for every 1 percent decline in interest rates and fall 5 percent in value for every 1 percent increase in interest rates.