- yield curve twist risk
- See yield curve risk. American Banker Glossary
Financial and business terms. 2012.
yield curve twist risk
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yield curve twist — A phrase used to describe changes in prevailing interest rates that change the shape/slope of the yield curve. For example, a small increase in short term rates and a large increase in lon term rates that occur at the same time. A manifestation… … Financial and business terms
yield curve risk — The risk to a holder of financial instruments that a change in prevailing interest rates will not affect the prices or yields of the same instruments in exactly equal amounts for each available term. For example, an increase in prevailing… … Financial and business terms
twist risk — See yield curve risk. American Banker Glossary … Financial and business terms
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PCA — principal component analysis (PCA) A mathematical tool used to reduce the number of variables while retaining the original variability of the data The first principal component accounts for as much of the variability in the data as possible, and… … Financial and business terms
principal component analysis — ( PCA) A mathematical tool used to reduce the number of variables while retaining the original variability of the data The first principal component accounts for as much of the variability in the data as possible, and each succeeding component… … Financial and business terms
