Time bins: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson m (Spacing 14/8/13) |
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''Risk management''. | ''Risk management''. | ||
Intervals of time to repricing. | 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. | 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 == | == See also == | ||
* [[Interest rate risk]] | * [[Interest rate risk]] | ||
Revision as of 14:59, 14 August 2013
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.
