Down-shock: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
imported>Doug Williamson (Classify page.) |
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A down-shock is a simplified model of a downward change in interest rates. | A down-shock is a simplified model of a downward change in interest rates. | ||
The down-shock is: | The down-shock is: | ||
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* [[Up-shock]] | * [[Up-shock]] | ||
* [[Yield curve risk]] | * [[Yield curve risk]] | ||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 20:57, 29 June 2022
Interest rate risk analysis and management.
A down-shock is a simplified model of a downward change in interest rates.
The down-shock is:
- Immediate; and
- Permanent; and
- Affects all interest rates by an equal amount.
