Non-parallel risk and Onshore: Difference between pages

Revision as of 10:34, 13 May 2020

The siting of a currency asset in the country of which the currency is the domestic currency.

Contrasted with 'offshore'.

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-''Interest rate risk.''
+The siting of a currency asset in the country of which the currency is the domestic currency.
-Non-parallel risk is the risk of adverse effects from non-parallel changes in interest rates.
+Contrasted with 'offshore'.
-Non-parallel changes affect interest rates of different maturities by different amounts.
 == See also ==
-* [[Back test]]
+* [[Offshore]]
-* [[Interest rate risk]]
-* [[Interest Rate Risk in the Banking Book]]  (IRRBB)
-* [[Non-parallel shock]]
-* [[Parallel risk]]
-* [[Shock]]
-* [[Yield curve risk]]
-[[Category:Identify_and_assess_risks]]
+[[Category:Accounting,_tax_and_regulation]]
-[[Category:Manage_risks]]
+[[Category:The_business_context]]
-[[Category:Risk_frameworks]]
-[[Category:Risk_reporting]]