Interest rate gap report and Interest rate shock: Difference between pages

Revision as of 15:02, 24 August 2016

A change in interest rates, used to analyse interest rate risk.

The simplest form of interest shock is a change which is:

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-''Risk analysis and management.''
+A change in interest rates, used to analyse interest rate risk.
-A report of the timing at which interest rate assets and liabilities are repriced.
+The simplest form of interest shock is a change which is:
+*Immediate; and
-Also known as and ''interest gap report'' or a ''gap report''.
+*Permanent;
+*And which affects all interest rates by an equal amount.
 == See also ==
-* [[Assets]]
-* [[Gap report]]
-* [[Interest gap]]
 * [[Interest rate risk]]
-* [[Liabilities]]
+* [[Non-parallel shock]]
-* [[Maturity ladder]]
+* [[Parallel shock]]
-* [[Exposure]]
+* [[Shock]]