Usage of interest rate derivatives in risk management: an analysis

Subhamoy Chatterjee & R.P. Mohanty

International Journal of Managerial and Financial Accounting2025https://doi.org/10.1504/ijmfa.2025.147040article
AJG 2ABDC B
Weight
0.50

Abstract

Risk management is a component of business strategy across geographies and economies, often executed using derivatives. This study aims to undertake a bibliographic analysis, understand the evolving research through patterns and dimensionality, and elaborate on the significant learnings. This paper presents a bibliographic account of the usage of interest rate derivatives (IRDs). It covers the IRD subset of interest rate swaps by covering a range of sectors, geographies and disciplines. The analysis facilitated the categorisation of publications. This showed how research has evolved and the consequent gaps that must be filled to advance academic research in the community of practice. While there are multiple studies, this paper attempts to classify them and enables future researchers to access research work and realise the gap areas. Further, the study uses these research parameters to distinguish articles.

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https://doi.org/https://doi.org/10.1504/ijmfa.2025.147040

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@article{subhamoy2025,
  title        = {{Usage of interest rate derivatives in risk management: an analysis}},
  author       = {Subhamoy Chatterjee & R.P. Mohanty},
  journal      = {International Journal of Managerial and Financial Accounting},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1504/ijmfa.2025.147040},
}

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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