Fair value interest rate risk: Difference between revisions
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== See also == | == See also == | ||
* [[Duration]] | |||
* [[Fair value]] | * [[Fair value]] | ||
* [[Guide to risk management]] | * [[Guide to risk management]] | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 21:13, 16 July 2022
The fair values of many assets and liabilities are sensitive to changes in market interest rates.
Fair value interest rate risk is the risk of such a change in fair value, especially potential adverse changes.
