Fisher Weil duration and Replacement cost risk: Difference between pages
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imported>Doug Williamson (Expand to note Also known as replacement risk.) |
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The | The risk of loss arising from the need to replace a contract before having paid away the principal amount. | ||
Often quantified approximately as the expected profit foregone. | |||
Also known as replacement risk. | |||
== See also == | == See also == | ||
* [[ | * [[Credit risk]] | ||
* [[Principal risk]] | |||
Revision as of 17:43, 9 February 2015
The risk of loss arising from the need to replace a contract before having paid away the principal amount.
Often quantified approximately as the expected profit foregone.
Also known as replacement risk.