Interest rate risk

The risk associated with a change in interest rates.

This may take several forms; 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
• Risk free rate of return
• Time bins
• Guide to risk management