Interest Rate Risk
Incorporates assessing and managing risks from interest rates and the tools available to mitigate or hedge that risk. Also fixed/floating rates, duration and financial instruments like FRAs, interest rate swaps, options caps floors collars.
Recent updates
The most recent updates for Interest Rate Risk.- ITM September Spotlight: Back to SchoolPage | 1 Sep 2010
- Quantifying risk (TT Sep10 p18-20)Download | 1 Sep 2010
- Managing interest rate riskDownload | 13 Aug 2010
- RM August Spotlight: Dodd-Frank ActPage | 1 Aug 2010
- CF August Spotlight: Dodd-Frank ActPage | 1 Aug 2010
- Striving for healthy markets – APF and non-bank lendingBlog | 1 Mar 2010
- RM August Spotlight: interest rate risk and refinancing riskPage | 1 Aug 2009
- Boosting treasury management skills in the public servicesPage | 19 Jun 2009
- Zero point (TT Apr09 p22-23)Download | 1 Apr 2009
- What a summer! (TT Nov07 p16-17)Download | 1 Nov 2007
Articles from The Treasurer magazine
The most recent articles from our monthly magazine on Interest Rate Risk.- Quantifying risk (TT Sep10 p18-20)Download | 1 Sep 2010
Blogs
Discussion blogs covering Interest Rate Risk.- Striving for healthy markets – APF and non-bank lending1 Mar 2010
Paul Fisher (Executive Director Financial Markets, Bank of England) delivered the ACT Winter Paper t...