Interest rate shock: Difference between revisions
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imported>Doug Williamson (Simplify.) |
imported>Doug Williamson (Classify page.) |
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A change in interest rates, used to analyse interest rate risk. | A change in interest rates, used to analyse interest rate risk. | ||
The simplest form of interest shock is a change which is: | |||
The simplest form of interest rate shock used in modelling is a change which is: | |||
*Immediate; and | *Immediate; and | ||
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* [[Parallel shock]] | * [[Parallel shock]] | ||
* [[Shock]] | * [[Shock]] | ||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 16:47, 1 July 2022
A change in interest rates, used to analyse interest rate risk.
The simplest form of interest rate shock used in modelling is a change which is:
- Immediate; and
- Permanent;
- And which affects all interest rates by an equal amount.
