Interest rate risk: Difference between revisions
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* [[Interest cover]] | * [[Interest cover]] | ||
* [[Interest rate]] | * [[Interest rate]] | ||
* [[Interest Rate Risk in the Banking Book]] (IRBB) | |||
* [[IRHP]] | * [[IRHP]] | ||
* [[Matching]] | * [[Matching]] | ||
* [[Pipeline risk]] | * [[Pipeline risk]] | ||
* [[Portfolio hedging]] | * [[Portfolio hedging]] | ||
* [[Risk-free rate of return]] | * [[Risk-free rate of return]] | ||
* [[Risk-free rates]] | |||
* [[Shock]] | * [[Shock]] | ||
* [[Time bins]] | * [[Time bins]] | ||
== Other resource == | |||
[[Media:2015_05_May_-_The_devil_is_in_the_detail.pdf| The devil is in the detail, The Treasurer, 2015]] | [[Media:2015_05_May_-_The_devil_is_in_the_detail.pdf| The devil is in the detail, The Treasurer, 2015]] | ||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Revision as of 07:34, 1 May 2022
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 pension liabilities
- Differences in competitiveness
- The changing nature of a market when interest rates change
- Secondary effects, especially potentially adverse effects, resulting from any of the primary effects above. For example, potential breaches of interest cover covenants.
Sometimes written 'interest-rate risk'.
See also
- Asset-liability management
- Double-whammy
- Exposure
- Fair value interest rate risk
- Financial covenant
- Guide to risk management
- Interest cover
- Interest rate
- Interest Rate Risk in the Banking Book (IRBB)
- IRHP
- Matching
- Pipeline risk
- Portfolio hedging
- Risk-free rate of return
- Risk-free rates
- Shock
- Time bins
