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Non-parallel shift in the yield curve

Business Nonmarketable securityNon-performing asset

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. ...

 


A non-parallel shift in the yield curve involving the humpedness of the curve.
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Related: Non-parallel shift in the yield curve. Parameter A model is a combination of variables, such as GDP growth, and coefficients which multiply these variables. The coefficients are often estimated from the data.

Related: Non-parallel shift in the yield curve. Parameter A representation that characterizes a part of a model (e.g. a growth rate), the value of which is determined outside of the model. See: exogenous variable.

In other words, if the three month T-bill increases 100 basis points (one %), then the 6-month, 1-year, 5-year, 10-year, 20-year, and 30-year rates all increase by 100 basis points as well. Related: Non-parallel shift in the yield curve.

Related: insured plans 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.

See also: Yield curve, Parallel shift in the yield curve, Basis points, T-bill, Convertible Bond

Business Nonmarketable securityNon-performing asset

 
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