Interest rate risk: Difference between revisions
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imported>Doug Williamson (Align with qualifications material.) |
imported>Doug Williamson (Link with The Treasurer.) |
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* [[Time bins]] | * [[Time bins]] | ||
* [[Guide to risk management]] | * [[Guide to risk management]] | ||
=== Other resources === | |||
[[Media:2015_05_May_-_The_devil_is_in_the_detail.pdf| The devil is in the detail, The Treasurer, 2015]] | |||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Revision as of 19:30, 20 November 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.
See also
- Asset-liability management
- Double-whammy
- Exposure
- Interest rate
- IRHP
- Matching
- Pipeline risk
- Portfolio hedging
- Risk free rate of return
- Time bins
- Guide to risk management
