Interest rate risk
- Japanese
- 金利リスク
- Last reviewed
- September 24, 2026
This is a draft, shown for review before publication.
Interest rate risk is the risk of loss from changes in interest rates. For a company that borrows at a floating rate, a rise in rates increases the interest it pays.
Related terms
Explained in detail
Pages that use this term
- Dealers and Brokers
- How Institutional Investors Use Derivatives
- How Regional Banks Use Derivatives
- JGB Futures
- Swaptions
- Insurance-Linked Securities and Cat Bonds
- Sensitivities: DV01, Vega and Key Rate Sensitivities
- Value at Risk (VaR)
- Stress Testing
- Understanding Client Needs
- Accounting Operations
- Deferral Hedge Accounting under Japanese GAAP
- Hedge Accounting under IFRS 9 and ASC 815
- Limit Frameworks
- Supervisory Guidelines of the Financial Services Agency
- The Basel Framework and Derivatives
- ESG-Linked Derivatives