Rate Shock

Financial Stress

Turkish: Faiz Şoku

Short definition

A rate shock is a short-window move in policy, market or credit spread that shifts debt service and the discount rate. Floating loans and the maturity wall are two separate doors.

Detailed explanation

Reset hits 13-week cash; refinancing hits all-in at the wall. A spread shock arrives with policy unchanged (credit conditions).

WACC and NPV raise the hurdle with the shock. An IRS margin call is the cash face of the hedge.

Why it matters for the CFO

In a high-rate regime a small extra shock can push DSCR below 1. A budget that assumed “rates fixed” breaks.

How to read it

The shock may not be a parallel +bp. Loan margin and basis matter as much as policy.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Interest-Rate Risk
  2. Policy Rate
  3. Commercial Loan Rate
  4. Debt Service Coverage Ratio (DSCR)
  5. Refinancing Risk

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