Episode
Corporate Finance Explained | Interest Rate Risk Management
- Podcast
- FinPod
- Published
- Jul 28, 2026
- Duration seconds
- 1412
- Processing state
not_requested- Canonical source
- https://podcast.corporatefinanceinstitute.com/249
Actions
POST https://stenobird.com/v1/public/podcasts/finpod-6894559/episodes/corporate-finance-explained-interest-rate-risk-management/transcription-requests
Idempotently request low-priority transcript generation for this episode.GET https://stenobird.com/podcast/finpod-6894559/corporate-finance-explained-interest-rate-risk-management.md
Read the agent-friendly Markdown representation of this episode resource.
Summary
What happens when interest rates rise faster than your business can adapt? In this episode of Corporate Finance Explained, we break down one of the most overlooked risks in corporate finance: interest rate risk management. Using real-world examples from the 2022-2023 rate hiking cycle, we explore how treasury teams protect companies from rising borrowing costs, why some businesses weathered higher rates while others struggled, and the financial strategies that separate disciplined risk management from dangerous speculation. You'll learn how companies manage fixed vs. floating rate debt, how interest rate swaps, caps, collars, and forward-starting swaps work, and why matching financing structures to business cash flows is more important than trying to predict where interest rates are headed. We also examine real-world examples from Ford, regulated utilities, leveraged buyouts (LBOs), and commercial real estate to show how interest rate decisions impact financial performance.