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  2. Duration (finance) - Wikipedia

    en.wikipedia.org/wiki/Duration_(finance)

    In this case the BPV or DV01 (dollar value of an 01 or dollar duration) is the more natural measure. The BPV in the table is the dollar change in price for $100 notional for 100bp change in yields. The BPV will make sense for the interest rate swap (for which modified duration is not defined) as well as the three bonds.

  3. Asset–liability mismatch - Wikipedia

    en.wikipedia.org/wiki/Asset–liability_mismatch

    Duration and currency mismatches were pointed out as key causes of the 1997 Asian Financial Crisis. [ 7 ] Asset–liability mismatches are important to insurance companies and various pension plans, which may have long-term liabilities (promises to pay the insured or pension plan participants) that must be backed by assets.

  4. Weighted-average life - Wikipedia

    en.wikipedia.org/wiki/Weighted-Average_Life

    Bond duration Bond duration is the weighted-average time to receive the discounted present values of all the cash flows (including both principal and interest), while WAL is the weighted-average time to receive simply the principal payments (not including interest, and not discounting). For an amortizing loan with equal payments, the WAL will ...

  5. Dollar roll - Wikipedia

    en.wikipedia.org/wiki/Dollar_roll

    Dollar rolls help investors achieve various objectives, such as staying invested in mortgages while earning a trading spread. Likewise, if an investor faces operational or delivery obstacles with respect to a certain mortgage-backed security, a dollar roll may help the investor retain the economic exposure while avoiding the operational ...

  6. How to calculate interest on a loan: Tools to make it easy

    www.aol.com/finance/calculate-interest-loan...

    For example, if you take out a five-year loan for $20,000 and the interest rate on the loan is 5 percent, the simple interest formula would be $20,000 x .05 x 5 = $5,000 in interest. Who benefits ...

  7. Bond convexity - Wikipedia

    en.wikipedia.org/wiki/Bond_convexity

    Duration is a linear measure or 1st derivative of how the price of a bond changes in response to interest rate changes. As interest rates change, the price is not likely to change linearly, but instead it would change over some curved function of interest rates.

  8. Visa (V) Q1 2025 Earnings Call Transcript - AOL

    www.aol.com/finance/visa-v-q1-2025-earnings...

    Image source: The Motley Fool. Visa (NYSE: V) Q1 2025 Earnings Call Jan 30, 2025, 5:00 p.m. ET. Contents: Prepared Remarks. Questions and Answers. Call Participants ...

  9. Dynatrace (DT) Q3 2025 Earnings Call Transcript - AOL

    www.aol.com/finance/dynatrace-dt-q3-2025...

    This beat includes absorbing a $3 million FX headwind from the strengthening U.S. dollar. Subscription revenue for the third quarter was $417 million, up 21% year over year and exceeding the high ...