Determine interest rate exposure for all markets

Trigger: A scheduled financial risk assessment cycle begins or a significant macroeconomic shift occurs.

1. Consolidate global debt, investments, and derivative portfolios.
2. Gather current macroeconomic data and central bank forecasts for all operating markets.
3. Model cash flow and earnings impacts under varying interest rate scenarios.
4. Calculate sensitivity and value-at-risk metrics for each specific market.
5. Aggregate the regional exposure data into a consolidated global risk profile.
6. Present the interest rate exposure findings to financial leadership.

Outcome: The global interest rate exposure is quantified, mapped across all operating markets, and reported to the treasury or risk committee.