Time bins: Difference between revisions
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imported>Doug Williamson m (Spacing 14/8/13) |
imported>Doug Williamson (Expand.) |
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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]] | |||
Revision as of 12:56, 13 August 2016
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.
Time bins are also known as time buckets.
