1. Asset Liability Management Cloud User Guide
  2. Reports & Analytics
  3. Asset Liability Management Cloud Reports
  4. Processed Data Insights
  5. Interest Rate Risk

6.1.6.1 Interest Rate Risk

Interest Rate Risk is the potential for losses that can be triggered by a move in the interest rates. If interest rates rise, for instance, the value of a bond or other fixed-income investment in the secondary market will decline.

The Interest Rate Risk dashboard is arranged as a set of reports catering to analysis of the following categories:

  • Interest Rate Risk Gap
  • Interest Rate Risk Runoff
  • Interest Rate Rate Risk Rates and Term