Negative duration

A situation in which the price of the MBS moves in the same direction as interest rates. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

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  • positive duration — (1) The name for a particular relationship between changes in the price of a debt security and changes in prevailing interest rates. When a security has positive duration, its price increases in response to a decrease in prevailing market rates.… …   Financial and business terms

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  • Contingent negative variation — The contingent negative variation (CNV) was one of the first event related potential (ERP) components to be described. The CNV component was first described by Dr. W. Grey Walter and colleagues in an article published in Nature in 1964.[1] The… …   Wikipedia

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