interest sensitivity

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• Interest sensitivity gap — The interest sensitivity gap was one of the first techniques used in asset liability management to manage interest rate risk. The use of this technique was initiated in the middle 1970s in the United States when rising interest rates in 1975 1976 …   Wikipedia

• Average rate in interest sensitivity analysis —   The average interest rate of total remaining assets or liabilities (See also Remaining product life time interest sensitivity) in each specified time period …   International financial encyclopaedia

• Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… …   Wikipedia

• Break even rate in interest sensitivity analysis —   The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to break even (zero profit) the mismatch in each specified time period. See also Risk management …   International financial encyclopaedia

• Constant rate in interest sensitivity analysis —   The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to maintain in each specified time period the present spread. See also Risk management and break even rate …   International financial encyclopaedia

• Remaining product life time interest sensitivity —   Period of time between a certain date (often today or spot date) and the next interest review date of a contract for a specific product …   International financial encyclopaedia

• Sensitivity —   Refer instead to Constant rate in interest sensitivity analysis, risk management and break even rate …   International financial encyclopaedia

• Sensitivity analysis — (SA) is the study of how the variation (uncertainty) in the output of a mathematical model can be apportioned, qualitatively or quantitatively, to different sources of variation in the input of a model Saltelli, A., Ratto, M., Andres, T.,… …   Wikipedia

• sensitivity — sen‧si‧tiv‧i‧ty [ˌsensˈtɪvti] noun [uncountable] 1. the degree to which something is likely to be affected by something else: • Because of their sensitivity to aluminum ingot prices, both companies expect a fall in profits. • Particular areas… …   Financial and business terms

• Interest Rate Sensitivity — A measure of how much the price of a fixed income asset will fluctuate as a result of changes in the interest rate environment. Securities that are more sensitive will have greater price fluctuations than those with less sensitivity. This type of …   Investment dictionary

• Sensitivity — The magnitude of a financial instrument s reaction to changes in underlying factors. Financial instruments, such as stocks and bonds, are constantly impacted by many factors. Sensitivity accounts for all factors that impact a given instrument in… …   Investment dictionary