Parallel risk: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages and BIS http://www.bis.org/bcbs/publ/d368.pdf) |
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Revision as of 10:57, 24 August 2016
Interest rate risk.
Parallel risk is the risk of adverse effects from parallel changes in interest rates.
This risk is relatively simpler to analyse, compared with non-parallel risk.
