Parallel shock: Difference between revisions

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imported>Doug Williamson
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imported>Doug Williamson
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''Interest rate risk.''
''Interest rate risk''


A change in interest rates, which affects all interest rates by an equal amount.
A change in interest rates, which affects all interest rates by an equal amount.
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* [[Back test]]
* [[Back test]]
* [[Interest rate risk]]
* [[Interest rate risk]]
* [[IRRBB]]
* [[Interest Rate Risk in the Banking Book]] (IRRBB)
* [[Non-parallel shock]]
* [[Non-parallel shock]]
* [[Shock]]
* [[Shock]]
* [[Yield curve risk]]
* [[Yield curve risk]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]

Latest revision as of 09:13, 24 June 2022

Interest rate risk

A change in interest rates, which affects all interest rates by an equal amount.


See also