Time bucket
From ACT Wiki
Risk management.
A time bucket is an alternative name for a time bin, an aggregated interval of time to interest rate repricing or final maturity.
See the page on time bins for more detail about them.
Risk management.
A time bucket is an alternative name for a time bin, an aggregated interval of time to interest rate repricing or final maturity.
See the page on time bins for more detail about them.