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2. Interest rate risk - Wikipedia

   en.wikipedia.org/wiki/Interest_rate_risk

   Interest rate risk is the risk that arises for bond owners from fluctuating interest rates. How much interest rate risk a bond has depends on how sensitive its price is to interest rate changes in the market. The sensitivity depends on two things, the bond's time to maturity, and the coupon rate of the bond. [1]

3. Vasicek model - Wikipedia

   en.wikipedia.org/wiki/Vasicek_model

   In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of one-factor short-rate model as it describes interest rate movements as driven by only one source of market risk. The model can be used in the valuation of interest rate derivatives, and has also

4. Minimum acceptable rate of return - Wikipedia

   en.wikipedia.org/wiki/Minimum_acceptable_rate_of...

   Traditional inflation-free rate of interest for risk-free loans: 3-5%; Expected rate of inflation: 5%; The anticipated change in the rate of inflation, if any, over the life of the investment: Usually taken at 0%; The risk of defaulting on a loan: 0-5%; The risk profile of a particular venture: 0-5% and higher

5. How Investors Can Tackle Interest Rate Risks - AOL

   www.aol.com/finance/investors-tackle-interest...

   Maturity risk, or duration risk, is closely related to interest rate risk. Bonds with a longer term carry more risk because there is a longer period during which interest rates may rise.

6. Fisher equation - Wikipedia

   en.wikipedia.org/wiki/Fisher_equation

   The Fisher equation plays a key role in the Fisher hypothesis, which asserts that the real interest rate is unaffected by monetary policy and hence unaffected by the expected inflation rate. With a fixed real interest rate, a given percent change in the expected inflation rate will, according to the equation, necessarily be met with an equal ...

7. Market risk - Wikipedia

   en.wikipedia.org/wiki/Market_risk

   Nevertheless, the most commonly used types of market risk are: Equity risk, the risk that stock or stock indices (e.g. Euro Stoxx 50, etc.) prices or their implied volatility will change. Interest rate risk, the risk that interest rates (e.g. Libor, Euribor, etc.) or their implied volatility will change.