Concepedia

Concept

interest rate risk

Parents

347

Publications

38.5K

Citations

585

Authors

311

Institutions

About

Interest rate risk is a fundamental concept in financial economics and risk management that investigates the potential for adverse changes in market interest rates to negatively impact the value of assets, liabilities, and off-balance sheet instruments, or affect an entity's net interest income. It characterizes the sensitivity of financial positions to fluctuations in interest rate levels, yield curve shapes, and volatility, representing a critical area of study for financial institutions, corporations, and investors seeking to understand and mitigate the financial consequences of interest rate movements.

Top Authors

Rankings shown are based on concept H-Index.

FA

University of California, Los Angeles

GO

University of Arizona

MJ

University of Florida

AW

University of Houston

SK

University of Massachusetts Amherst

Top Institutions

Rankings shown are based on concept H-Index.

Washington D.C., United States

Washington D.C., United States

National Bureau of Economic Research

Cambridge, United States

University of California, Berkeley

Berkeley, United States