Time bins - Revision history

imported>Doug Williamson: Classify page.

2022-07-02T12:32:41Z

Classify page.

← Older revision		Revision as of 12:32, 2 July 2022
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	* [[Interest rate risk]]		* [[Interest rate risk]]
	* [[Liquidity risk]]		* [[Liquidity risk]]

			[[Category:Identify_and_assess_risks]]

imported>Doug Williamson: Expand.

2016-08-13T13:24:51Z

Expand.

← Older revision		Revision as of 13:24, 13 August 2016
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	''Risk management''.		''Risk management''.

	Intervals of time to repricing or final maturity.		Intervals of time to repricing or final maturity, used in gap analysis and reporting.

	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.		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.		Thus a floating rate instrument whose rate is reset every 6 months will be in the 3-month to 6-month time bin.


			The longer the time interval, the wider the span of an individual time bin in the gap analysis.

			For example, the first three time bins in a gap report might be open maturity, overnight and greater than overnight up to one week.

			Later, wider time bins might include: 3-6 months, 6-12 months and one to two years.


			For interest rate risk purposes, the repricing date, rather than the final maturity, is relevant.

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

imported>Doug Williamson: Update.

2016-08-13T12:59:12Z

Update.

← Older revision		Revision as of 12:59, 13 August 2016
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	''Risk management''.		''Risk management''.

	Intervals of time to repricing.		Intervals of time to repricing or final maturity.

	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.		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.		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.

imported>Doug Williamson: Expand.

2016-08-13T12:56:02Z

Expand.

← Older revision		Revision as of 12:56, 13 August 2016
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	Thus a floating rate instrument whose rate is reset every 6 months will be in the 6-month time bin.		Thus a floating rate instrument whose rate is reset every 6 months will be in the 6-month time bin.


			Time bins are also known as ''time buckets''.


	== See also ==		== See also ==
			* [[Gap report]]
	* [[Interest rate risk]]		* [[Interest rate risk]]
			* [[Liquidity risk]]

imported>Doug Williamson: Spacing 14/8/13

2013-08-14T14:59:42Z

Spacing 14/8/13

← Older revision		Revision as of 14:59, 14 August 2013
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	''Risk management''.		''Risk management''.

	Intervals of time to repricing.		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.		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 ==		== See also ==
	* [[Interest rate risk]]		* [[Interest rate risk]]

imported>Administrator: CSV import

2012-10-23T14:20:52Z

CSV import

New page

''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 ==
* [[Interest rate risk]]