average maturity

См. также в других словарях:

• average maturity — The average time to maturity of securities held by a mutual fund. Changes in interest rates have greater impact on funds with longer average maturity. Bloomberg Financial Dictionary The lifetime of a bond, concluding when the final payment of… …   Financial and business terms

• Average maturity — The average time to maturity of securities held by a mutual fund. Changes in interest rates have greater impact on funds with longer average life. The New York Times Financial Glossary …   Financial and business terms

• weighted-average maturity — ( WAM) The average of the time remaining until the contractual maturity date for the loans in an MBS pool weighted by the size of each loan. Expressed in months. American Banker Glossary The weighted average maturity of an MBS is the weighted… …   Financial and business terms

• weighted average maturity — The weighted average maturity of an MBS is the weighted average of the remaining terms to maturity ( term to maturity) of the mortgages underlying the collateral pool at the date issue, using as the weighting factor the balance of each of the… …   Financial and business terms

• Weighted average maturity — The WAM of a MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date of issue, using as the weighting factor the balance of each of the mortgages as of the issue date. The New… …   Financial and business terms

• Weighted Average Maturity - WAM — The weighted average of the time until all maturities on mortgages in a mortgage backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity. Also known as average effective… …   Investment dictionary

• Average Effective Maturity — For a single bond, it is a measure of maturity that takes into account the possibility that a bond might be called back to the issuer. For a portfolio of bonds, average effective maturity is the weighted average of the maturities of the… …   Investment dictionary

• Weighted-Average Maturity — (средневзвешенный срок погашения) показатель дюрации пула кредитов, определяемый как сумма выраженных в месяцах сроков погашения кредитов, умноженная на долю непогашенного основного долга по такому кредиту в совокупном непогашенном основном долге …   Ипотека. Словарь терминов

• Average Rate Option - ARO — An option used to hedge against fluctuations in exchange rates by averaging the spot rates over the life of the option and comparing that to the strike price of the option. Average rate options are typically purchased for daily, weekly or monthly …   Investment dictionary

• Average Price — 1. A representative measure of a range of prices that is calculated by taking the sum of the values and dividing it by the number of prices being examined. The average price reduces the range into a single value, which can then be compared to any …   Investment dictionary

• Average Life — An estimate of the number of terms to maturity, taking the possibility of early payments into account. Average life is calculated using the weighted average time to the receipt of all future cash flows. This is often used in sinking funds …   Investment dictionary