yield curve twist risk

yield curve twist risk
See yield curve risk. American Banker Glossary

Financial and business terms. 2012.

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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

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