Yield curve risk: Difference between revisions
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imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Mend link.) |
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* [[Falling yield curve]] | * [[Falling yield curve]] | ||
* [[Forward yield]] | * [[Forward yield]] | ||
* [[Interest Rate Risk in the Banking Book]] (IRRBB) | |||
* [[Inverse yield curve]] | * [[Inverse yield curve]] | ||
* [[Negative yield curve]] | * [[Negative yield curve]] | ||
* [[Net interest risk]] | * [[Net interest risk]] | ||
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==Other resources== | |||
[http://www.treasurers.org/node/9361 Treasury essentials: Yield curves, The Treasurer, September 2013] | [http://www.treasurers.org/node/9361 Treasury essentials: Yield curves, The Treasurer, September 2013] | ||
Latest revision as of 09:18, 24 June 2022
The risk of adverse effects resulting from a change in the shape of the yield curve.
See also
- Expectations theory
- Falling yield curve
- Forward yield
- Interest Rate Risk in the Banking Book (IRRBB)
- Inverse yield curve
- Negative yield curve
- Net interest risk
- Par yield
- Positive yield curve
- Riding the yield curve
- Shock
- Spread risk
- Zero coupon yield
Other resources
Treasury essentials: Yield curves, The Treasurer, September 2013
