GRI and Reset risk: Difference between pages

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''Corporate reporting - ESG.''
''Floating interest rates - risk management - repricing risk.''


Abbreviation for the Global Reporting Initiative, established to help organisations to take responsibility for their environmental and other impacts, by publishing the GRI Standards for sustainability reporting.
Reset risk is a type of repricing risk.


Repricing risk is the risk of adverse effects resulting from changes in floating interest rates.


== See also ==
Reset risk is the additional risk resulting from a relevant reference rate being observed on a single day - and then incorporated into a longer contractual period.
* [[CDP]]  (formerly the Carbon Disclosure Project)
 
* [[Climate Disclosure Standards Board]]  (CDSB)
 
* [[Global Reporting Initiative]]
"There is [  ] no ‘reset risk’ in Risk Free Rates (RFRs) since the interest rate coupon will be reflective of market observations over the entire interest rate period, not just on the reset date."
* [[Global Sustainable Investment Alliance]]
* [[GRI Standards]]
* [[Sustainability]]
* [[Sustainability reporting]]
* [[Sustainability Linked Loan Principles]]
* [[Task Force on Climate-related Financial Disclosures]] (TCFD)
* [[UK Sustainable Investment and Finance Association]]
* [[Value Reporting Foundation]]  (VRF)


''Pieter Bierkens, former chair of Australia's LIBOR reform working group - The Treasurer, December 2023 Issue 4, p30.''


==See also==
*[https://www.globalreporting.org/ GRI home page]


[[Category:Accounting,_tax_and_regulation]]
== See also ==
[[Category:The_business_context]]
* [[Assets]]
[[Category:Corporate_finance]]
* [[Behavioural gap]]
[[Category:Investment]]
* [[Contractual gap]]
[[Category:Long_term_funding]]
* [[Coupon]]
[[Category:Compliance_and_audit]]
* [[Exposure]]
[[Category:Ethics]]
* [[Floating rate]]
* [[Gap report]]
* [[Gap risk]]
* [[Interest]]
* [[Interest gap ]]
* [[Interest rate]]
* [[Interest rate risk]]
* [[Liabilities]]
* [[Liquidity gap]]
* [[Maturity ladder]]
* [[Rate reset]]
* [[Repricing ]]
* [[Repricing risk]]
* [[Risk-free rates]] (RFRs)
* [[Risk management]]
 
[[Category:Financial_products_and_markets]]
[[Category:Identify_and_assess_risks]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

Latest revision as of 22:03, 4 December 2023

Floating interest rates - risk management - repricing risk.

Reset risk is a type of repricing risk.

Repricing risk is the risk of adverse effects resulting from changes in floating interest rates.

Reset risk is the additional risk resulting from a relevant reference rate being observed on a single day - and then incorporated into a longer contractual period.


"There is [ ] no ‘reset risk’ in Risk Free Rates (RFRs) since the interest rate coupon will be reflective of market observations over the entire interest rate period, not just on the reset date."

Pieter Bierkens, former chair of Australia's LIBOR reform working group - The Treasurer, December 2023 Issue 4, p30.


See also

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