parallel shift in the yield curve

parallel shift in the yield curve
фин. параллельный сдвиг кривой доходности (сдвиг кривой доходности, при котором изменение доходности по всем срокам погашения выражается одним и тем же количеством базисных пунктов)
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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 облигаций и билетов ценных бумаг со сроком погашения 6 месяцев, 1 год, 5 лет, 10 лет, 20 лет и 30 лет также повышаются на 100 б.п. Ср. Non-parallel shift in the yield curve (непараллельный сдвиг кривой доходности) . Инвестиционная деятельность .

Англо-русский экономический словарь.

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  • 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

  • Non-parallel 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. The New York Times Financial Glossary …   Financial and business terms

  • 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

  • Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… …   Wikipedia

  • Yield curve spread — on a simple mortgage backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre determined coupon schedule to arrive at its present market price.That is, the MBS yield curve spread is based on a… …   Wikipedia

  • parallel yield curve shift — A change in interest rates that affects all of the different maturities for an instrument by the same amount. For example, if there was a parallel shift in U. S. Treasury rates in the amount of a 25 basis point increase, every maturity from 30… …   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

  • 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

  • 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


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