duration matching
1duration matching strategy — An immunization technique that matches asset duration with the duration of the liabilities ( liability). Bloomberg Financial Dictionary …
2Duration — Die Duration ist eine Sensitivitätskennzahl, die die durchschnittliche Kapitalbindungsdauer einer Geldanlage in einem festverzinslichen Wertpapier bezeichnet. Genauer genommen und allgemein formuliert ist die Duration der gewichtete Mittelwert… …
3Duration gap — Contents 1 Definition 2 Overview 3 Torque analogy 4 See also Definition The difference between the duration of …
4Matching law — In operant conditioning, the matching law is a quantitative relationship that holds between the relative rates of response and the relative rates of reinforcement in concurrent schedules of reinforcement. It applies reliably when non human… …
5Matching hypothesis — The matching hypothesis (also known as the matching phenomenon) is a social psychology theory, first proposed by Elaine Hatfield and her colleagues in 1966,[1], which suggests why people become attracted to their partner. It claims that people… …
6Cashflow matching — is a process of hedging in which a company or other entity matches its cash outflows (i.e. financial obligations) with its cash inflows.ee also*Cash flow hedging *Duration gap *Fannie MaeExternal links*… …
7combination matching — Also called horizon matching ( horizon matching strategy, a variation of multiperiod immunization and cash flow matching in which a portfolio is created that is always duration matched and also cash matched in the first few years. Bloomberg… …
8Combination matching — Also called horizon matching, a variation of multiperiod immunization and cash flow matching in which a portfolio is created that is always duration matched and also cash matched in the first few years. The New York Times Financial Glossary …
9horizon matching strategy — An income immunization strategy that cash matches over the next few years and duration matches the rest. Bloomberg Financial Dictionary …
10Immunization (finance) — In finance, interest rate immunization is a strategy that ensures that a change in interest rates will not affect the value of a portfolio. Similarly, immunization can be used to insure that the value of a pension fund s or a firm s assets will… …
