Interest rate derivative: Difference between revisions
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imported>Doug Williamson (Create page. Sources: Linked pages.) |
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== See also == | == See also == | ||
* [[Collateral]] | * [[Collateral]] | ||
* [[Commodity derivative]] | |||
* [[Credit support annex]] | * [[Credit support annex]] | ||
* [[Cross-currency interest rate swap]] | * [[Cross-currency interest rate swap]] | ||
* [[Currency derivative]] | |||
* [[Derivative instrument]] | * [[Derivative instrument]] | ||
* [[Embedded derivative]] | * [[Embedded derivative]] | ||
* [[Energy derivative]] | |||
* [[Expiry date]] | * [[Expiry date]] | ||
* [[Fixing instrument]] | * [[Fixing instrument]] | ||
* [[Forward rate agreement]] | * [[Forward rate agreement]] | ||
* [[Hedging]] | * [[Hedging]] | ||
* [[Inflation-linked derivative]] | |||
* [[Interest rate option]] | * [[Interest rate option]] | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
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* [[Swaption]] | * [[Swaption]] | ||
[[Category: | [[Category:Financial_products_and_markets]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Investment]] | [[Category:Investment]] | ||
[[Category:Long_term_funding]] | [[Category:Long_term_funding]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
[[Category:Risk_reporting]] | |||
[[Category:Risk_frameworks]] | [[Category:Risk_frameworks]] | ||
[[Category: | [[Category:The_business_context]] | ||
Latest revision as of 10:55, 11 May 2025
Risk management - hedging - interest rate risk - derivative instruments.
(IRD).
An interest rate derivative instrument or contract is one designed to hedge interest rate risk.
The cash flows and value of the interest rate derivative relate to an underlying reference interest rate.
Examples include forward rate agreements, interest rate swaps, cross-currency interest rate swaps, interest rate options and swaptions.
See also
- Collateral
- Commodity derivative
- Credit support annex
- Cross-currency interest rate swap
- Currency derivative
- Derivative instrument
- Embedded derivative
- Energy derivative
- Expiry date
- Fixing instrument
- Forward rate agreement
- Hedging
- Inflation-linked derivative
- Interest rate option
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption
