OK, I've tested it and seen it with my own eyes. Each company has its own "prime" rate. If an event trigger has checked the box per-company, then a prime rate change in the effects will only affect the company that satisfies the trigger.
What that means is that the prime rate isn't really prime. It's more of a "best rate at the bank down the street from your company headquarters".
The reason I found this hard to believe is because each company already has a credit rating to individualize its interest rate. From both a game-play and a programming point of view, customizing prime rate per company makes no sense (and yet there it is).
As a map designer, I wish we had a clear view of exactly which effects could be changed per which game elements (players, companies, territories). Heck, what I really want is the source code so I can go to town fixing some things.