Time bins

From ACT Wiki
Revision as of 14:20, 23 October 2012 by imported>Administrator (CSV import)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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