ESG and Parallel shock: Difference between pages
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''Interest rate risk'' | |||
A change in interest rates, which affects all interest rates by an equal amount. | |||
== See also == | == See also == | ||
* [[ | * [[Back test]] | ||
* [[ | * [[Interest rate risk]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[ | * [[Non-parallel shock]] | ||
* [[ | * [[Shock]] | ||
* [[ | * [[Yield curve risk]] | ||
[[Category: | [[Category:Identify_and_assess_risks]] | ||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 09:13, 24 June 2022
Interest rate risk
A change in interest rates, which affects all interest rates by an equal amount.
