Parallel risk: Difference between revisions
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imported>Doug Williamson (Redefined in line with Parallel shock) |
imported>Doug Williamson (Classify page.) |
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''Interest rate risk | ''Interest rate risk'' | ||
Parallel risk is the risk of adverse effects from a change in interest rates, which affects all interest rates by an equal amount. | Parallel risk is the risk of adverse effects from 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]] | ||
* [[ | * [[Interest Rate Risk in the Banking Book]] (IRRBB) | ||
* [[Non-parallel risk]] | * [[Non-parallel risk]] | ||
* [[Parallel shock]] | * [[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 09:11, 24 June 2022
Interest rate risk
Parallel risk is the risk of adverse effects from a change in interest rates, which affects all interest rates by an equal amount.
This risk is relatively simpler to analyse, compared with non-parallel risk.
