Financial and business terms. 2012.
Parallel shift in the yield curve — A shift in the yield curve in which the change in the yield on all maturities is the same number of basis points. In other words, if the 3 month T bill increases 100 basis points (one percent), then the 6 month, 1 year, 5 year, 10 year, 20 year,… … Financial and business terms
parallel shift in the yield curve — A shift in economic conditions in which the change in the interest rate on all maturities ( maturity) is the same number of basis points. In other words, if the three month T bill increases 100 basis points (one %), then the 6 month, 1 year, 5… … Financial and business terms
Butterfly shift — A non parallel shift in the yield curve involving the height of the curve. The New York Times Financial Glossary … Financial and business terms
Positive Butterfly — A non parallel yield curve shift in which short and long term rates shift upward by a greater magnitude than medium term rates. This yield curve shift effectively humps the curve, adding to its curvature. A non parallel shift in the yield curve… … Investment dictionary
Параллельный сдвиг кривой доходности — Сдвиг кривой доходности, при котором изменение доходности по всем срокам погашения выражается одним и тем же числом базисных пунктов. Иными словами, если трехмесячный казначейский вексель повышается на 100 б.п. (1%), то курсы казначейских… … Инвестиционный словарь
Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Fixed-income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Economic Affairs — ▪ 2006 Introduction In 2005 rising U.S. deficits, tight monetary policies, and higher oil prices triggered by hurricane damage in the Gulf of Mexico were moderating influences on the world economy and on U.S. stock markets, but some other… … Universalium
cosmos — /koz meuhs, mohs/, n., pl. cosmos, cosmoses for 2, 4. 1. the world or universe regarded as an orderly, harmonious system. 2. a complete, orderly, harmonious system. 3. order; harmony. 4. any composite plant of the genus Cosmos, of tropical… … Universalium
Negative Butterfly — A non parallel yield curve shift in which long and short term yields decrease by a greater degree than intermediate rates. This yield curve shift effectively humps the curve, adding to the curvature of the yield curve. For example, a negative… … Investment dictionary
