Time bins

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Revision as of 12:59, 13 August 2016 by imported>Doug Williamson (Update.)
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Risk management.

Intervals of time to repricing or final maturity.

In determining the interest rate 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 relation to liquidity risk, the final maturity is relevant.


Time bins are also known as time buckets.


See also