nonparallel shift in the yield curve

nonparallel shift in the yield curve
A shift in the yield curve in which yields do not change by the same number of basis points for every maturity. Related: parallel shift in the yield curve. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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Look at other dictionaries:

  • 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

  • butterfly shift — A nonparallel shift in the yield curve involving the height of the curve. Bloomberg Financial Dictionary …   Financial and business terms

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