Time bins

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Revision as of 14:59, 14 August 2013 by imported>Doug Williamson (Spacing 14/8/13)
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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