Interest rate risk
From ACT Wiki
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
- Asset-liability management
- Double-whammy
- Exposure
- Interest rate
- IRHP
- Matching
- Pipeline risk
- Portfolio hedging
- Risk free rate of return
- Time bins
- Guide to risk management
