Interest Rate Risk & Financial Institutions
Analysis of how banks and financial firms are exposed to changes in the level, slope and shape of interest rates, and what drives their profitability and capital strength.
Rate exposure, profitability and capital in banks.
- Rate Exposure
- Sensitivity to the level, slope and curvature of the yield curve.
- Risk Transmission
- How interest rate risk moves between institutions and markets.
- Profitability
- The drivers of bank profitability across the rate cycle.
- Capital Strength
- How rate risk interacts with capital adequacy.
Interest Rate Exposure Analysis
We measure how sensitive a financial firm's value is to movements across the yield curve.
- Level, slope and curvature
- Firm and sector exposure
- Rate scenarios
Bank Performance and Profitability
We analyse what drives bank profitability and efficiency across economic conditions.
- Profitability drivers
- Economies of scale
- Rate cycle effects
Risk Between Institutions
We track how interest rate risk spreads between banks, insurers and markets.
- Institutional spillovers
- Market linkages
- Stress periods
More research areas
All research areas- Financial Contagion & Systemic RiskHow shocks spread across markets and institutions.
- Portfolio Risk, Hedging & Safe HavensWhich assets protect a portfolio, and when.
- Sustainable Finance & ESGWhether green and ESG investments pay or protect.
- Climate Risk & Green InnovationClimate exposure, policy and environmental innovation.
- Cryptocurrency & Digital AssetsCrypto as a diversifier, and what moves it.
- Corporate Governance & Board DiversityBoard composition and sustainability outcomes.
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