Time bucket: Difference between revisions

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imported>Doug Williamson
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''Risk management''.   
''Risk management''.   


Intervals of time to repricing and maturity.
A time bucket is an aggregated interval of time to interest rate repricing or final maturity.


Also known as ''time bins''.
Also known as a ''time bin''.





Revision as of 13:00, 13 August 2016

Risk management.

A time bucket is an aggregated interval of time to interest rate repricing or final maturity.

Also known as a time bin.


See also