7.1.7.1 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
- Interest Rate Risk Gap MDBSS