Yield curve risk: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add link.) |
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* [[Forward yield]] | * [[Forward yield]] | ||
* [[Inverse yield curve]] | * [[Inverse yield curve]] | ||
* [[IRRBB]] | |||
* [[Negative yield curve]] | * [[Negative yield curve]] | ||
* [[Net interest risk]] | * [[Net interest risk]] | ||
Revision as of 10:31, 24 August 2016
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
- IRRBB
- Negative yield curve
- Net interest risk
- Par yield
- Positive yield curve
- Riding the yield curve
- Shock
- Spread risk
- Zero coupon yield
Other links
Treasury essentials: Yield curves, The Treasurer, September 2013
