Parallel risk and Parent company: Difference between pages

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imported>Doug Williamson
(Create the page. Sources: linked pages and BIS http://www.bis.org/bcbs/publ/d368.pdf)
 
imported>Doug Williamson
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''Interest rate risk.''
A parent company (investing company) controls a subsidiary.
 
Parallel risk is the risk of adverse effects from parallel changes in interest rates.
 
This risk is relatively simpler to analyse, compared with non-parallel risk.




== See also ==
== See also ==
* [[Back test]]
* [[Group]]
* [[Interest rate risk]]
* [[Group accounts]]
* [[IRRBB]]
* [[Letter of comfort]]
* [[Non-parallel risk]]
* [[Parent currency]]
* [[Parallel shock]]
* [[Simple investment accounting]]
* [[Shock]]
* [[Subsidiary]]
* [[Yield curve risk]]

Revision as of 11:14, 22 June 2016

A parent company (investing company) controls a subsidiary.


See also