Parallel shock: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create the page. Sources: linked pages and BIS http://www.bis.org/bcbs/publ/d368.pdf) |
imported>Doug Williamson (Layout.) |
||
| Line 1: | Line 1: | ||
''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. | ||
Revision as of 18:38, 13 November 2016
Interest rate risk
A change in interest rates, which affects all interest rates by an equal amount.
