Riskless rate

The rate earned on a riskless investment, typically the rate earned on the 90-day U.S. Treasury Bill. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • riskless rate — The rate earned on a riskless investment, typically the rate earned on the 90 day US Treasury Bill . Bloomberg Financial Dictionary …   Financial and business terms

  • Riskless rate of return — The rate earned on a riskless asset. The New York Times Financial Glossary …   Financial and business terms

  • riskless rate of return — The rate earned on a riskless asset. Bloomberg Financial Dictionary …   Financial and business terms

  • Interest rate risk — is the risk (variability in value) borne by an interest bearing asset, such as a loan or a bond, due to variability of interest rates. In general, as rates rise, the price of a fixed rate bond will fall, and vice versa. Interest rate risk is… …   Wikipedia

  • Risk-free rate — The rate earned on a riskless asset. The New York Times Financial Glossary …   Financial and business terms

  • risk-free rate — The rate earned on a riskless asset. Bloomberg Financial Dictionary …   Financial and business terms

  • convertible arbitrage — A practice, usually of buying a convertible bond and shorting a percentage of the equivalent underlying common shares, to create a positive cash flow position (with expected returns above the riskless rate) in a static environment and benefit… …   Financial and business terms

  • FRN — floating rate note (FRN) A medium term instrument with a coupon rate that floats up or down based upon changes to an index or reference rate. Often, FRNs are tied to LIBOR. American Banker Glossary ( floating rate note) note whose interest… …   Financial and business terms

  • Безрисковая ставка — ставка дисконтирования, равная доходности безрисковых инвестиций. В США векселя Министерства финансов считаются вложениями с нулевым уровнем риска, их доходность практически не подвергается риску. По английски: Risk free rate Синонимы английские …   Финансовый словарь

  • Excess return on the market portfolio — The difference between the return on the market portfolio and the riskless rate. The New York Times Financial Glossary …   Financial and business terms

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