Up-shock

From ACT Wiki
Revision as of 20:10, 27 June 2022 by imported>Doug Williamson (Classify page.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

Interest rate risk analysis and management.

An up-shock is a simplified model of an upward change in interest rates.


The up-shock is:

  • Immediate; and
  • Permanent; and
  • Affects all interest rates by an equal amount.


See also