Time bins: Difference between revisions
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Revision as of 14:20, 23 October 2012
Risk management. Intervals of time to repricing.
In determining the risk associated with holding financial assets/liabilities it is necessary to determine the proportion of the total investment whose return/cost can be repriced at specific time intervals. Thus a floating rate instrument whose rate is reset every 6 months will be in the 6-month time bin.
See also
