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Jun 2010

Interest rate risk management

This document reports the findings from an investigation into the interest rate risk management (IRRM) practices of UK firms. It examines the views of UK corporate treasurers who are involved in the development and implementation of risk management strategies for their organisations.

Interest rate risk management is not purely about managing the interest line in the profit and loss account. It also encapsulates the management of the whole debt profile of the business, including the maturity of the debt, the currency of the debt, the fixed-floating mixture of the debt and expectations of future interest rates. 

Recent years have seen a proliferation in the use, and derivation, of new and increasingly complex financial instruments.

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Interest rate risk management