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Yield Curve Risk is known as the Risk owing to altering of yields across maturities and its impact on Net Interest Income (NII). True?

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Question ajoutée par Vinod Jetley , Assistant General Manager , State Bank of India
Date de publication: 2014/10/03
VENKITARAMAN KRISHNA MOORTHY VRINDAVAN
par VENKITARAMAN KRISHNA MOORTHY VRINDAVAN , Project Execution Manager & Accounts Manager , ALI INTERNATIONAL TRADING EST.

The risk of experiencing an adverse shift in market interest rates associated with investing in a fixed income instrument. The risk is associated with either a flattening or steepening of the yield curve, which is a result of changing yields among comparable bonds with different maturities. When market yields change, this will impact the price of a fixed-income instrument. When market interest rates, or yields, increase, the price of a bond will decrease and vice versa.

Utilisateur supprimé
par Utilisateur supprimé

That's right

The price of this item Negotiable change

And the price of raw materials

 

The salaries and bonuses of staff also

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