Negative duration

• A situation in which the price of the MBS moves in the same direction as interest rates.


Follow this link for all the terms related to ratio.

 Embedded terms in definition
 Interest rate
 Related Terms

<< Negative covenant Negative leverage >>

Teaching Children the Financial Facts of Life: Showing the importance of saving, spending wisely and sharing with others More...

If you have an important point to make, don't try to be subtle or clever. Use a pile driver. Hit the point once. Then come back and hit it again. Then hit it a third time - a tremendous whack. - Winston Churchill, Sir (1874-1965)


Copyright 2009-2018 GVC. All rights reserved.