Interest rate risk

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Revision as of 12:22, 9 September 2017 by imported>Doug Williamson (Link with Fair value interest rate risk page.)
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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 pensions liabilities, differences in competitiveness, or the changing nature of a market when interest rates change.


Sometimes written 'interest-rate risk'.


See also


Other resources

The devil is in the detail, The Treasurer, 2015