Interest rate risk: Difference between revisions

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imported>Doug Williamson
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imported>Doug Williamson
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The risk associated with a change in interest rates.  
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.
 
This may take several forms in the treasury context.
 
For example, 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.




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* [[Matching]]
* [[Matching]]
* [[Pipeline risk]]
* [[Pipeline risk]]
* [[Portfolio hedging]]
* [[Risk free rate of return]]
* [[Risk free rate of return]]
* [[Time bins]]
* [[Time bins]]

Revision as of 09:34, 1 June 2015

The risk associated with a change in interest rates.


This may take several forms in the treasury context.

For example, 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