Duration gap — Contents 1 Definition 2 Overview 3 Torque analogy 4 See also Definition The difference between the duration of … Wikipedia
Duration — A measure of the sensitivity of the price (the value of principal) of a fixed income investment to a change in interest rates. Duration is expressed as a number of years. Rising interest rates mean falling bond prices, while declining interest… … Investment dictionary
duration — A sophisticated measure of the average timing of cash flows from an asset or a liability or from an asset portfolio or a liability portfolio. Essentially, duration is a more accurate measure of maturity because it reflects the timing of cash… … Financial and business terms
Duration — A common gauge of the price sensitivity of an asset or portfolio to a change in interest rates. The New York Times Financial Glossary * * * duration du‧ra‧tion [djʊˈreɪʆn ǁ dʊ ] noun [singular, uncountable] the length of time that something… … Financial and business terms
Risk premium — A risk premium is the minimum amount of money by which the expected return on a risky asset must exceed the known return on a risk free asset, in order to induce an individual to hold the risky asset rather than the risk free asset. Thus it is… … Wikipedia
Risk register — A risk register is a tool commonly used in project planning and organisational risk assessments. It is often referred to as a Risk Log (for eg in PRINCE2).This tool is widely used within Risk Management for identifying, analysing and managing… … Wikipedia
Managerial risk accounting — is concerned with the generation, dissemination and use of risk related accounting information to managers within organisations to enable them to judge and shape the risk situation of the organisation according to the objectives of the… … Wikipedia
Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Identifying and Managing Project Risk — Infobox Book | name = Identifying and Managing Project Risk author = Tom Kendrick country = United States language = English genre = Business, Project Management, Risk Management publisher = American Management Association release date = February … Wikipedia
Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… … Wikipedia