Interest rate enhancement and Interest rate risk: Difference between pages
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The risk associated with a change in interest rates. | |||
This may take several forms in the treasury context. | |||
For example, and depending on the direction of the change, increasing interest cost, falling interest income, 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 == | == See also == | ||
* [[ | * [[Asset-liability management]] | ||
* [[ | * [[Double-whammy]] | ||
* [[Exposure]] | |||
* [[Interest rate]] | |||
* [[IRHP]] | |||
* [[IRRBB]] | |||
* [[Matching]] | |||
* [[Pipeline risk]] | |||
* [[Portfolio hedging]] | |||
* [[Risk free rate of return]] | |||
* [[Time bins]] | |||
* [[Guide to risk management]] | |||
=== Other resources === | |||
[[Media:2015_05_May_-_The_devil_is_in_the_detail.pdf| The devil is in the detail, The Treasurer, 2015]] | |||
[[Category:Manage_risks]] | |||
Revision as of 16:09, 14 August 2016
The risk associated with a change in interest rates.
This may take several forms in the treasury context.
For example, and depending on the direction of the change, increasing interest cost, falling interest income, 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
- Asset-liability management
- Double-whammy
- Exposure
- Interest rate
- IRHP
- IRRBB
- Matching
- Pipeline risk
- Portfolio hedging
- Risk free rate of return
- Time bins
- Guide to risk management
