Parallel shock

From ACT Wiki
Revision as of 10:48, 24 August 2016 by imported>Doug Williamson (Create the page. Sources: linked pages and BIS http://www.bis.org/bcbs/publ/d368.pdf)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

Interest rate risk.

A change in interest rates, which affects all interest rates by an equal amount.


See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Parallel_shock&oldid=36550’