Basis risk

Basis risk is a type of interest rate risk in which the interest base is mismatched.

Share it: CITE

Previous:
Computer Programming

Next:
Bearer bond

Related Definitions

Market Risk Premium
The Market Risk Premium is the return investors earn (or...
Value at risk (VAR)
Value at risk (VAR) is the value of the worst...
Systemic risk
Systemic risk of collapse of an entire financial system or...
Subjective risk
Subjective risk uncertainty based on one’s mental condition or state...
Securitization of risk
Securitization of risk is a term to describe the transfer...

Categories