Interest-rate risk
What is it?
Interest-rate risk is the risk related to a change in the interest rate. Investments as well as the pensions liabilities and, to a lesser degree, the other assets and liabilities are sensitive to fluctuations in the market rate of interest.
How do we limit this?
Active management of our balance sheet is implemented to manage this risk, taking ABP’s vision on interest into account. Risk management is also applied to the fixed-income portfolio.
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