All frameworksFramework
Interest Rate Risk Framework
Manage interest-rate exposure across assets and liabilities.
Principles
- Manage rate exposure on debt and investments
- Fixed/floating mix by policy
- Hedge to budgeted cost of funds
Capabilities
- Repricing-gap analysis
- Interest-rate swaps
- Sensitivity reporting
Operating model
- Quarterly IRR review
- Annual policy refresh
Core controls
- Fixed/floating bands
- Sensitivity limits
KPIs
How this framework is measured
Interest Cover
Formula · EBITDA / Interest Expense
Threshold · ≥ 4×
Debt Service Coverage Ratio (DSCR)
Formula · EBITDA / Debt Service
Threshold · ≥ 1.5×
Linked assessments
No direct assessment — covered through the master Treasury Maturity Index.
Linked advisory
Knowledge Graph