Processes
Manage interest rate risk
How manage interest rate risk are reshaped as AGI capability advances.
ProcessesManage interest rate risk
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How the work flows
Trigger: A scheduled treasury review or a shift in market interest rates initiates the exposure assessment.
- Identify sensitive assets and liabilities
- Quantify net interest rate exposure
- Model rate shock scenarios
- Select hedging instruments
- Execute hedging transactions
- Monitor hedge effectiveness
Outcome: Interest rate exposures are quantified, hedged, and maintained within the approved corporate risk tolerance.
Measured by
Value At RiskHedge Effectiveness RatioCost Of HedgingEarnings At Risk