Interest-Rate Risk

Risk Management

Turkish: Faiz Riski

Short definition

Interest-rate risk is a market or policy rate move disturbing cash interest, asset value or refinancing price. Floating loans, the maturity wall and the duration gap are three separate channels.

Detailed explanation

Repricing (reset), curve risk (tenor structure), basis (TLREF versus the loan formula) and option risk (prepayment). Commercial loan rates do not track the policy rate one-for-one; bank funding and credit standards take a share.

Long fixed debt can cut cash risk and raise economic-value risk. An IRS changes the cash profile and adds margin.

Why it matters for the CFO

In a rate shock the DSCR denominator inflates. Kd in WACC moves with the same shock; the investment hurdle rises quietly.

How to read it

The shock is not a parallel +bp: the short end carries policy, the long end sovereign risk and expectations. Split the scenario into policy + credit margin + basis.

Related calculators

Güven Sayılgan’s writing on this topic

What to learn next

  1. Duration
  2. Interest Rate Swap (IRS)
  3. Policy Rate
  4. Refinancing Risk
  5. Degree of Financial Leverage (DFL)

Definitions are educational. They are not investment, credit or tax advice.