Yield curve risk: Difference between revisions
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[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] | ||
[http://www.treasurers.org/node/9356 Students: Simple solutions, The Treasurer, September 2013] | [http://www.treasurers.org/node/9356 Students: Simple solutions, The Treasurer, September 2013] | ||
Revision as of 09:36, 11 May 2015
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
- Inverse yield curve
- Negative yield curve
- Net interest risk
- Par yield
- Positive yield curve
- Riding the yield curve
- Spread risk
- Zero coupon yield
Other links
Treasury essentials: Yield curves, The Treasurer, September 2013
