Generally, it is the risk that arises from changes in interest rate which impact the value of interest-bearing securities/ investments...

It is an acronym for London Interbank Offered Rate. It is an interbank rate which is used as a benchmark or...

An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...

An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...

A measure of the mismatch between assets and liabilities. By definition, it is the weighted duration of assets minus the product of the...