Interest Rate Sensitivity & Repricing – Excel Template
42.29 $
Interest Rate Sensitivity Analysis: Models rate up/down scenarios for variable-rate loans, identifies repricing dates, and quantifies impact on interest expense and covenants. Delivers profit impact and covenant risk reporting for treasury/CFO review.
Interest Rate Sensitivity & Repricing — Interest Rate Sensitivity Analysis
A professional Excel template for analyzing Interest Rate Sensitivity on loans and facilities, studying Repricing of Variable Rate Loans, with Stress Testing and scenarios (±50/100/200 basis points) and measuring the impact on profits and cash flows.
Value Proposition:
Fluctuations in interest rates can turn stable profits into sudden pressure on profitability and liquidity.
This model connects Debt Structure (fixed/variable, repricing dates, margins)
and Interest Rate Scenarios to provide you with a clear quantitative impact on
interest paid, profit, and cash flows—before the risk materializes.
In 20 Seconds: What Will You Get?
- Interest Rate Sensitivity: Measure the immediate and cumulative impact of interest rate changes.
- Repricing Map: A repricing map of loans by date and rate type.
- Scenario Engine: Base / Best / Worst + shocks (bps).
- P&L Impact: The effect of interest rate hikes/cuts on interest expense and profit.
- Cash Impact: The effect of changes on cash flows and debt service.
- Variable vs Fixed: Comparing risks between variable and fixed interest rates.
- Hedging Lens (optional): An initial reading of hedging needs (Swap/Cap).
- Dashboard: A clear executive summary for decision-making.
Suitable For
- Companies with variable rate loans or facilities.
- Treasury, finance, and risk management teams.
- Entities needing stress testing before refinancing decisions.
Not Suitable For
- Companies without debt or with fully fixed interest without repricing dates.
Without the Template / With the Template
| Item | Without the Template | With the Template |
|---|---|---|
| Visibility | General and non-quantitative estimate | Precise numerical impact (bps → amount) |
| Preparedness | Reaction after interest rate hike | Scenarios and proactive decision-making |
| Management | Difficulty explaining the impact to management | Clear executive dashboard |
How Does the Template Work?
1) Input Debt Data
- Loan balance, interest type (fixed/variable), margin, benchmark interest rate.
- Repricing dates and payment schedules.
2) Build Interest Rate Scenarios
- Base scenario + hikes/cuts (±50/100/200 bps).
- Option to add Worst Case scenario.
3) Calculate Impact
- Change in interest expense.
- Impact on profit before tax.
- Impact on cash flows and debt service.
4) Executive Reading
- Which loans are most sensitive?
- Is the current interest structure appropriate?
- Do we need to fix/hedge?
File Components
- Debt Inputs: Loan and interest details.
- Repricing Schedule: Repricing table.
- Scenario Engine: Scenario engine.
- Impact Analysis: P&L and cash flow impact.
- Dashboard: Executive summary.
Make Interest Decisions Before They Change
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