Interest rate shock

From ACT Wiki
Revision as of 15:02, 24 August 2016 by imported>Doug Williamson (Simplify.)
Jump to navigationJump to search

A change in interest rates, used to analyse interest rate risk.

The simplest form of interest shock is a change which is:

  • Immediate; and
  • Permanent;
  • And which affects all interest rates by an equal amount.


See also