Interest rate risk: Difference between revisions
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imported>Doug Williamson (Link with IRHP page.) |
imported>Doug Williamson (Align with qualifications material.) |
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The risk associated with a change in interest rates. | The risk associated with a change in interest rates. | ||
This may take several forms | |||
This may take several forms in the treasury context. | |||
For example, increasing interest cost, changing market value of debt or of pensions liabilities, differences in competitiveness, or the changing nature of a market when interest rates change. | |||
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* [[Matching]] | * [[Matching]] | ||
* [[Pipeline risk]] | * [[Pipeline risk]] | ||
* [[Portfolio hedging]] | |||
* [[Risk free rate of return]] | * [[Risk free rate of return]] | ||
* [[Time bins]] | * [[Time bins]] | ||
Revision as of 09:34, 1 June 2015
The risk associated with a change in interest rates.
This may take several forms in the treasury context.
For example, increasing interest cost, changing market value of debt or of pensions liabilities, differences in competitiveness, or the changing nature of a market when interest rates change.
