Average weighted maturity: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Classify page.) |
||
| Line 9: | Line 9: | ||
== See also == | == See also == | ||
* [[Weighted average maturity]] | * [[Weighted average maturity]] | ||
[[Category:Financial_products_and_markets]] | |||
Revision as of 13:05, 27 June 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.
