Interest Rate Exposure Excel Dashboard

Interest Rate Exposure — financial dashboard with editable inputs and linked analysis
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Description

FINANCIAL MODELS LAB

Which repricing bucket creates the largest rise in interest expense?

Use the populated dashboard to read the result, investigate its components and explore the stated decision assumptions. The workbook keeps the source figures and calculation steps available so another reviewer can trace the same selection.

Editable Excel dashboard Working sample data Interactive financial views

See the illustrative example

Month: Oct 2026, Unit: US floating book. The workbook opens with calculated sample figures and working financial charts. Each displayed amount belongs to its labelled selection and unit of measure.

Base coupon
6.0%
Stressed coupon
6.5%
Stressed cash interest
$5,310
Interest change
$409

Explore the financial questions

Coupon transmission through the floor

Cash interest uses the actual length of the selected month and a 360-day basis. Below-floor moves do not flow through to coupon.

Rate shock ladder

Reprice the index on the full balance or the selected unhedged share. Preserve the spread and actual calendar days divided by 360. The remaining share stays at the base coupon.

Coupon transmission

Cash interest uses the actual length of the selected month and a 360-day basis. Below-floor moves do not flow through to coupon.

Move between the decision views

The analytical views include Dashboard, Rate shock ladder, Coupon transmission. Start with the overview, then use the relevant driver, register or scenario view to explain a difference. Keep the reporting context consistent when comparing an amount with its source or another operating unit.

How to adapt the dashboard

Start with the short How to worksheet, which identifies the inputs, selectors and result views for this dashboard. Keep an unchanged copy of the sample before replacing its data. Enter your source values in the highlighted cells, review one reporting selection and reconcile a headline amount to your records. Change a material driver and check the result in its labelled unit. A decision assumption describes a modelled case; it does not replace the observed source figures.

Understand the calculation basis

Scenario assumes immediate repricing and constant principal for the month. It models cash interest on unhedged floating balances. Reprice the index on the full balance or the selected unhedged share. Preserve the spread and actual calendar days divided by 360. The remaining share stays at the base coupon.