Interest rate risk - Revision history

imported>Doug Williamson: Add link.

2022-07-16T21:14:21Z

Add link.

← Older revision		Revision as of 21:14, 16 July 2022
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	* [[Cross-currency interest rate swap]]		* [[Cross-currency interest rate swap]]
	* [[Double-whammy]]		* [[Double-whammy]]
			* [[Duration]]
	* [[Exposure]]		* [[Exposure]]
	* [[Fair value interest rate risk]]		* [[Fair value interest rate risk]]

2022-06-24T08:16:23Z

Typo - 'IRRBB'.

← Older revision		Revision as of 08:16, 24 June 2022
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	* [[Interest rate guarantee]]		* [[Interest rate guarantee]]
	* [[Interest rate option]]		* [[Interest rate option]]
	* [[Interest Rate Risk in the Banking Book]] (~~IRBB~~)		* [[Interest Rate Risk in the Banking Book]] (IRRBB)
	* [[Interest rate shock]]		* [[Interest rate shock]]
	* [[Interest rate swap]]		* [[Interest rate swap]]

2022-06-24T08:15:40Z

Differentiate from internal rate of return.

← Older revision		Revision as of 08:15, 24 June 2022
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			(IRR).

	The risk associated with a change in interest rates.		The risk associated with a change in interest rates.

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	Sometimes written 'interest-rate risk'.		Sometimes written 'interest-rate risk'.

			Not to be confused with Internal Rate of Return, which is also abbreviated to ''IRR''.


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	* [[Forward rate agreement]]		* [[Forward rate agreement]]
	* [[Guide to risk management]]		* [[Guide to risk management]]
			* [[Internal rate of return]]
	* [[Interest cover]]		* [[Interest cover]]
	* [[Interest rate]]		* [[Interest rate]]

2022-05-01T20:02:35Z

Add links.

← Older revision		Revision as of 20:02, 1 May 2022
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	== See also ==		== See also ==
	* [[Asset-liability management]]		* [[Asset-liability management]]
			* [[Cross-currency interest rate swap]]
	* [[Double-whammy]]		* [[Double-whammy]]
	* [[Exposure]]		* [[Exposure]]
	* [[Fair value interest rate risk]]		* [[Fair value interest rate risk]]
	* [[Financial covenant]]		* [[Financial covenant]]
			* [[Forward rate agreement]]
	* [[Guide to risk management]]		* [[Guide to risk management]]
	* [[Interest cover]]		* [[Interest cover]]
	* [[Interest rate]]		* [[Interest rate]]
			* [[Interest rate cap]]
			* [[Interest rate collar]]
			* [[Interest rate exposure]]
			* [[Interest rate floor]]
			* [[Interest rate futures]]
			* [[Interest rate gap]]
			* [[Interest rate guarantee]]
			* [[Interest rate option]]
	* [[Interest Rate Risk in the Banking Book]] (IRBB)		* [[Interest Rate Risk in the Banking Book]] (IRBB)
			* [[Interest rate shock]]
			* [[Interest rate swap]]
	* [[IRHP]]		* [[IRHP]]
	* [[Matching]]		* [[Matching]]

2022-05-01T07:34:16Z

Add links.

← Older revision		Revision as of 07:34, 1 May 2022
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	* [[Interest cover]]		* [[Interest cover]]
	* [[Interest rate]]		* [[Interest rate]]
			* [[Interest Rate Risk in the Banking Book]] (IRBB)
	* [[IRHP]]		* [[IRHP]]
	* [[IRRBB]]
	* [[Matching]]		* [[Matching]]
	* [[Pipeline risk]]		* [[Pipeline risk]]
	* [[Portfolio hedging]]		* [[Portfolio hedging]]
	* [[Risk-free rate of return]]		* [[Risk-free rate of return]]
			* [[Risk-free rates]]
	* [[Shock]]		* [[Shock]]
	* [[Time bins]]		* [[Time bins]]


	=== Other ~~resources =~~==		== Other resource ==

	[[Media:2015_05_May_-_The_devil_is_in_the_detail.pdf\| The devil is in the detail, The Treasurer, 2015]]		[[Media:2015_05_May_-_The_devil_is_in_the_detail.pdf\| The devil is in the detail, The Treasurer, 2015]]

	[[Category:Manage_risks]]		[[Category:Manage_risks]]

2018-02-05T20:15:33Z

Layout.

2017-10-15T10:41:42Z

Link with Financial covenant page.

← Older revision		Revision as of 10:41, 15 October 2017
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	*Differences in competitiveness		*Differences in competitiveness
	*The changing nature of a market when interest rates change		*The changing nature of a market when interest rates change
	*Secondary effects, especially potentially adverse effects, resulting from any of the primary effects above.		*Secondary effects, especially potentially adverse effects, resulting from any of the primary effects above. For example, potential breaches of interest cover covenants.


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	* [[Exposure]]		* [[Exposure]]
	* [[Fair value interest rate risk]]		* [[Fair value interest rate risk]]
			* [[Financial covenant]]
	* [[Guide to risk management]]		* [[Guide to risk management]]
			* [[Interest cover]]
	* [[Interest rate]]		* [[Interest rate]]
	* [[IRHP]]		* [[IRHP]]

2017-10-15T10:40:00Z

Add secondary effects.

← Older revision		Revision as of 10:40, 15 October 2017
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	*Changing market value of debt, or of pension liabilities		*Changing market value of debt, or of pension liabilities
	*Differences in competitiveness		*Differences in competitiveness
	*The changing nature of a market when interest rates change.		*The changing nature of a market when interest rates change
			*Secondary effects, especially potentially adverse effects, resulting from any of the primary effects above.

2017-10-15T10:38:33Z

Layout.

← Older revision		Revision as of 10:38, 15 October 2017
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	This may take several forms in the treasury context.		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.		For example, and depending on the direction of the change:
			*Increasing interest cost
			*Falling interest income
			*Changing market value of debt, or of pension liabilities
			*Differences in competitiveness
			*The changing nature of a market when interest rates change.

2017-09-09T12:22:10Z

Link with Fair value interest rate risk page.

← Older revision		Revision as of 12:22, 9 September 2017
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	* [[Double-whammy]]		* [[Double-whammy]]
	* [[Exposure]]		* [[Exposure]]
			* [[Fair value interest rate risk]]
	* [[Guide to risk management]]		* [[Guide to risk management]]
	* [[Interest rate]]		* [[Interest rate]]