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''Portfolio analysis''.
''Portfolio analysis''.
A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio.  
A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio.  
Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility.  
Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility.  


Also known as Weighted Average Maturity.  
Also known as Weighted Average Maturity.  


== See also ==
== See also ==
* [[Weighted average maturity]]
* [[Average effective maturity]]
* [[Average life]]
* [[Average maturity]]
* [[Average nominal maturity]]
* [[Bullet maturity]]
* [[Constant maturity credit default swap]]
* [[Duration]]
* [[Held-to-maturity]]
* [[Longer term]]
* [[Maturity ladder]]
* [[Maturity mismatch]]
* [[Maturity structure]]
* [[Maturity transformation]]
* [[Non-maturity deposit]]
* [[Repo-to-maturity]]
* [[Short term]]
* [[Tenor]]
* [[Undated]]
* [[Weighted Average Final Maturity]]
* [[Yield to maturity]]


[[Category:Financial_products_and_markets]]

Latest revision as of 10:02, 7 July 2022

Portfolio analysis.

A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio. Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility.


Also known as Weighted Average Maturity.


See also