Interest rate risk

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Revision as of 20:27, 3 July 2016 by imported>Doug Williamson (Expand.)
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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.


See also


Other resources

The devil is in the detail, The Treasurer, 2015