Yield curve risk: Difference between revisions
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imported>Doug Williamson (Create the page. Source: ACT syllabus.) |
imported>Doug Williamson (Mend link.) |
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* [[Falling yield curve]] | * [[Falling yield curve]] | ||
* [[Forward yield]] | * [[Forward yield]] | ||
* [[Interest Rate Risk in the Banking Book]] (IRRBB) | |||
* [[Inverse yield curve]] | * [[Inverse yield curve]] | ||
* [[Negative yield curve]] | * [[Negative yield curve]] | ||
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* [[Positive yield curve]] | * [[Positive yield curve]] | ||
* [[Riding the yield curve]] | * [[Riding the yield curve]] | ||
* [[Shock]] | |||
* [[Spread risk]] | * [[Spread risk]] | ||
* [[Zero coupon yield]] | * [[Zero coupon yield]] | ||
==Other | ==Other resources== | ||
[http://www.treasurers.org/node/9361 Treasury essentials: Yield curves, The Treasurer, September 2013] | [http://www.treasurers.org/node/9361 Treasury essentials: Yield curves, The Treasurer, September 2013] | ||
[http://www.treasurers.org/node/9356 Students: Simple solutions, The Treasurer, September 2013] | [http://www.treasurers.org/node/9356 Students: Simple solutions, The Treasurer, September 2013] | ||
[[Category:Financial_risk_management]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Cash_management]] | |||
[[Category:Financial_products_and_markets]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 09:18, 24 June 2022
The risk of adverse effects resulting from a change in the shape of the yield curve.
See also
- Expectations theory
- Falling yield curve
- Forward yield
- Interest Rate Risk in the Banking Book (IRRBB)
- Inverse yield curve
- Negative yield curve
- Net interest risk
- Par yield
- Positive yield curve
- Riding the yield curve
- Shock
- Spread risk
- Zero coupon yield
Other resources
Treasury essentials: Yield curves, The Treasurer, September 2013
