Ratings trigger and Up-shock: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
(Create the page. Sources: linked pages.)
 
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A clause in loan documentation which changes the obligations of the borrower, in the event of a change in credit rating.
''Interest rate risk analysis and management.''
 
An up-shock is a simplified model of an upward change in interest rates.
 
The up-shock is:
 
*Immediate; and
*Permanent; and
*Affects all interest rates by an equal amount.




== See also ==
== See also ==
* [[Credit rating]]
* [[Down-shock]]
* [[Pricing grid]]
* [[Interest rate risk]]
 
* [[Non-parallel shock]]
[[Category:Treasury_operations_infrastructure]]
* [[Parallel shock]]
[[Category:Treasury_operations_infrastructure]]
* [[Shock]]
* [[Yield curve risk]]

Revision as of 20:53, 29 October 2016

Interest rate risk analysis and management.

An up-shock is a simplified model of an upward change in interest rates.

The up-shock is:

  • Immediate; and
  • Permanent; and
  • Affects all interest rates by an equal amount.


See also