Weighted Average Final Maturity: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Remove surplus link.) |
imported>Doug Williamson (Add link.) |
||
| Line 14: | Line 14: | ||
* [[Currency basket]] | * [[Currency basket]] | ||
* [[Instrument]] | * [[Instrument]] | ||
* [[Maturity]] | |||
* [[Money market fund]] | * [[Money market fund]] | ||
* [[Weighted Average Life]] | * [[Weighted Average Life]] | ||
Latest revision as of 10:07, 7 July 2022
Cash management - money market funds - credit risk.
(WAFM).
WAFM is used to measure credit risk.
WAFM is calculated by taking the final maturity of the underlying money market instruments held by the fund, weighted according to the relative holdings per instrument.
