Weighted Average Final Maturity: Difference between revisions
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imported>Doug Williamson (Create page - source - Association of Corporate Treasurers - email from Naresh Aggarwal 16 Feb 2022.) |
imported>Doug Williamson (Remove surplus link.) |
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== See also == | == See also == | ||
* [[Cash management]] | * [[Cash management]] | ||
* [[Credit risk]] | * [[Credit risk]] | ||
Revision as of 10:02, 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.
