Interest rate risk: Difference between revisions
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Revision as of 10:30, 24 August 2016
The risk associated with a change in interest rates.
This may take several forms in the treasury context.
For example, and depending on the direction of the change, increasing interest cost, falling interest income, changing market value of debt or of pensions liabilities, differences in competitiveness, or the changing nature of a market when interest rates change.
See also
- Asset-liability management
- Double-whammy
- Exposure
- Guide to risk management
- Interest rate
- IRHP
- IRRBB
- Matching
- Pipeline risk
- Portfolio hedging
- Risk free rate of return
- Shock
- Time bins
