Yield curve risk
From ACT Wiki
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
