immunization strategy

A bond portfolio strategy whose goal is to eliminate the portfolio's risk, in case of a general change in the rate of interest, through the use of duration. Bloomberg Financial Dictionary

Financial and business terms. 2012.

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  • Immunization strategy — A bond portfolio strategy whose goal is to eliminate the portfolio s risk against a general change in the rate of interest through the use of duration. The New York Times Financial Glossary …   Financial and business terms

  • Immunization — A strategy that matches the durations of assets and liabilities thereby minimizing the impact of interest rates on the net worth. Also known as multiperiod immunization . For example, large banks must protect their current net worth, whereas… …   Investment dictionary

  • Immunization (finance) — In finance, interest rate immunization is a strategy that ensures that a change in interest rates will not affect the value of a portfolio. Similarly, immunization can be used to insure that the value of a pension fund s or a firm s assets will… …   Wikipedia

  • Contingent immunization — An arrangement in which the money manager pursues an active bond portfolio strategy until an adverse investment experience drives the then available potential return down to the safety net level. When that point is reached, the money manager is… …   Financial and business terms

  • contingent immunization — An arrangement in which the money manager pursues an active bond portfolio strategy until an adverse investment experience drives the then available potential return down to the safety net level. When that point is reached, the money manager is… …   Financial and business terms

  • horizon matching strategy — An income immunization strategy that cash matches over the next few years and duration matches the rest. Bloomberg Financial Dictionary …   Financial and business terms

  • Expanded Program on Immunization (Philippines) — The Expanded Program on Immunization (EPI) in the Philippines began in July 1979. And, in 1986, made a response to the Universal Child Immunization goal. The four major strategies include: [cite book | title = Public Health Nursing in the… …   Wikipedia

  • Expanded program on immunization — History The Expanded Program on Immunization (EPI) was initiated in 1974 by the World Health Organization (WHO) with the goal to make vaccines available to all children throughout the world. Ten years later, in 1984, the WHO established a… …   Wikipedia

  • Cocooning (immunization) — This Bangladeshi infant was being immunized, but “cocooning” would also involve vaccinating the mother and other close family members …   Wikipedia

  • Multiperiod immunization — A portfolio strategy in which a portfolio is created that will be capable of satisfying more than one predetermined future liability regardless if interest rates change. The New York Times Financial Glossary …   Financial and business terms

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