University of Texas at Austin
Libraries Home | Mobile | My Account | Renew Items | Sitemap | Help |
support us

University of Texas Libraries

University of Texas Libraries
Celebrating the Life

About the Public Affairs Library

Library Hours

Library Map


Master's Professional Reports Abstract

An analysis of the Orange County bankruptcy from the view of interest rate risk management
Szots, Gergely
REPORT 1997 SZ565 Public Affairs Library

This report focuses on one aspect of the U.S. municipal and goverment agency bond market, interest rate risk. It illustrates how severe that risk can be through an analysis of the Orange County Investment Pool fiasco. The paper has put emphasis on two aspects

1. Theories of interest rate determination.

2. Interest rate risk management techniques.

-- Author's abstract.