Spread risk: Difference between revisions
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imported>Doug Williamson (Layout.) |
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The risk that loss may occur due to changes in the shape of the yield curve against the maturity profile of a firm's borrowings and investments. | The risk that loss may occur due to changes in the shape of the yield curve against the maturity profile of a firm's borrowings and investments. | ||
== See also == | == See also == | ||
* [[Yield curve]] | * [[Yield curve]] | ||
Revision as of 11:50, 22 June 2016
The risk that loss may occur due to changes in the shape of the yield curve against the maturity profile of a firm's borrowings and investments.
