Interest Rate Risk

Interest Rate Risk
(процентный риск)
риск того, что стоимость ценной бумаги изменится с изменением процентной ставки; для финансовых институтов
риск того, что проценты по активам, приобретенным в период низких процентных ставок, окажутся недостаточными для покрытия расходов по обязательствам, возникшим во время более высоких процентных ставок.

Ипотека. Словарь терминов. . 2011.

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Смотреть что такое "Interest Rate Risk" в других словарях:

  • Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… …   Wikipedia

  • interest rate risk — ( IRR) The potential that changes in market rates of interest will reduce earnings and/or capital. The risk that changes in prevailing interest rates will adversely affect assets, liabilities, capital, income, and/or expense at different times or …   Financial and business terms

  • interest-rate risk — interest rate exposure The risk arising from changes in interest rates. In recent decades the different forms of interest rate risk have been the subject of much analysis, monitoring, and scrutiny. In the 1980s, for example, the savings and loan… …   Accounting dictionary

  • interest-rate risk — interest rate exposure The risk arising from changes in interest rates. In recent decades the different forms of interest rate risk have been the subject of much analysis, monitoring, and scrutiny. In the 1980s, for example, the savings and loan… …   Big dictionary of business and management

  • interest-rate risk — ➔ risk1 …   Financial and business terms

  • Interest Rate Risk — The risk that an investment s value will change due to a change in the absolute level of interest rates, in the spread between two rates, in the shape of the yield curve or in any other interest rate relationship. Such changes usually affect… …   Investment dictionary

  • interest rate risk — palūkanų normos rizika statusas Aprobuotas sritis buhalterinė apskaita ir finansinė atskaitomybė apibrėžtis Rizika, kai galimi nuostoliai dėl palūkanų normos svyravimo. atitikmenys: angl. interest rate risk šaltinis Lietuvos Respublikos finansų… …   Lithuanian dictionary (lietuvių žodynas)

  • Interest rate risk — The risk that a security s value changes due to a change in interest rates. For example, a bond s price drops as interest rates rise. For a depository institution, also called funding risk, the risk that spread income will suffer because of a… …   Financial and business terms

  • Interest rate risk —   Refer instead to Interest risk …   International financial encyclopaedia

  • interest rate risk — The potential adverse consequences of unexpected changes in *interest rates …   Auditor's dictionary

  • interest-rate exposure — interest rate risk …   Accounting dictionary


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