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Parallel shift in the yield curve

Parallel shift in the yield curve
A shift in the yield curve in which the change in the yield on all maturities is the same number of basis points.

Nonparallel shift in the yield curve
Definition: [crh] A shift in the yield curve in which yields do not change by the same number of basis points for every Definition: /?rd=maturity"maturity. Related: Parallel shift in the yield curve.

Nonparallel 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.

Non-parallel shift in the yield curve

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Parallel shift in the yield curve A shift in economic conditions in which the change in the interest rate on all maturities is the same number of basis points.

Parallel shift in the yield curve
Parity value
Participating GIC
Passive portfolio strategy
Pass-through
Pass-through coupon rate
Payment Date
Payment-in-kind (PIK) bond
Pension Benefit Guaranty Corporation (PBGC)
Pension plan ...

While compact, effective duration only measures the effect of a parallel shift in the yield curve across all maturities.

BUTTERFLY SHIFT - A nonparallel shift in the yield curve involving the height of the curve.
BUTTERFLY SPREAD - Applies to derivative products. Complex option strategy that involves buying a call ...

Butterfly Shift definition :
A nonparallel shift in the yield curve involving the height of the curve.
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Exact interest
General Collateral Financing Trades - GCF
Grading Certificate
Parallel shift in the yield curve
Payments netting ...

change to the yield curve would be described as flattening. If, instead, the 6-month rate had risen by more than the 3-month rate, the change in the yield curve would be described as steepening.) The risk of a nonparallel shift in the yield curve.

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Topic: Business