Average weighted maturity

Portfolio analysis.

A calculation of the weighted average of the maturities of fixed income instruments held in a portfolio. Average weighted maturity is correlated to the risk profile of the portfolio, for example, longer Average Weighted Maturity implies greater price volatility.

Also known as Weighted Average Maturity.

See also

• Average effective maturity
• Average life
• Average maturity
• Average nominal maturity
• Bullet maturity
• Constant maturity credit default swap
• Duration
• Held-to-maturity
• Longer term
• Maturity ladder
• Maturity mismatch
• Maturity structure
• Maturity transformation
• Non-maturity deposit
• Repo-to-maturity
• Short term
• Tenor
• Undated
• Weighted Average Final Maturity
• Yield to maturity