LYCOS RETRIEVER 
Interest Rate
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There are many techniques for assessing interest rate risk. Some focus on the earnings impact of interest rate risk. Others focus on the market value impact. Accordingly, the choice of tools will be motivated by your perspective.
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The notes pay interest at a floating rate, determined for each quarterly interest period. The notes will pay interest on the twenty-fourth day of March, June, September and December of each year, beginning June 24, 2006. The notes mature on March 24, 2009.
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Dermine and Bissada (2002) describe interest rate risk in the context of asset-liability management. Marrison (2002) provides more of the economic perspective. Van Deventer, et al (2004) blends book-value and market-value perspectives in a discussion that will appeal to more experienced readers.
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Interest Rate