Negative Duration

0.01 sec.

Negative duration

Occurs when the price of an MBS moves in the same direction as interest rates.

Negative Duration

1. A situation in which the price of a bond or other debt security moves in the same direction of interest rates. That is, negative duration occurs when the bond prices go up along with interest rates and vice versa.

2. In banking, a situation in which the duration of a bank's liabilities exceeds that of its assets. Negative duration means that the bank's equity is negative.

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No references found			If [alpha] is less than one, then the probability of a property selling decreases with time and the model is said to exhibit negative duration dependence. What's a warranty worth? The impact of home owner warranties on ... by Salter, Sean P.; Johnson, Ken H.; Anderson, Randy I. / Appraisal Journal They provide the positive duration and positive convexity needed to offset the negative duration and negative convexity of mortgage servicing, says Shaiman. Hedging's trial by turmoil by England, Robert Stowe / Mortgage Banking Negative duration dependence for drug offenders, a negative value for [alpha] and/or ([alpha] + [eta]J), would be evidence that offenders, ceteris paribus, become "better risks" the longer they are out of prison. An economic analysis of recidivism among drug offenders by Zuehlke, Thomas W. / Southern Economic Journal			navigable line navigable waters NBC NC NCC NE Near Money Nearby Nearby Futures Contract Nearby Month Nearest Month Necessary Necessities of Life Neckline NECTAs Negative Acknowledgment negative amortization Negative Amortization Cap Negative Amortizing Mortgage Negative Authorization Negative Balance Negative Carry negative cash flow Negative Convexity Negative Covenant Negative Duration negative easement Negative Equity negative equity loans Negative Goodwill Negative Income Tax Negative Interest Rate negative leverage Negative Net Worth Negative NPV tie-in project Negative Obligation negative or positive leverage Negative Pledge Negative Pledge Clause Negative Points Negative Volume Index Negative working capital Negative Yield Curve Neglected Firm Effect Neglected-Firm Effect negligence negligent fraud Negligent Trustee negligent waste Negociable Negociacao coletiva			negative correlation negative correlation Negative covenant Negative covenant Negative covenant Negative covenant Negative covenant Negative Covenants Negative Covenants Negative Covenants Negative Covenants Negative Covenants Negative Credibility Feedback Loop Negative credit rating Negative credit rating Negative credit rating Negative crystal Negative crystal Negative declaration Negative declaration Negative declaration negative declination negative defect negative defect negative defect negative defect Negative Delta V Negative differential resistance Negative differential resistance Negative differential resistance Negative Duration Negative Durations Negative dynamic resistance Negative dynamic resistance negative easement negative easement Negative edge pool Negative edge pool negative effective mass amplifiers and generators negative electricity negative electricity negative electrode negative electrode negative electron Negative Electron Affinity negative electron-affinity material negative element negative elongation Negative Emitter Coupled Logic negative emotion negative empathy negative end-expiratory pressure negative end-expiratory pressure negative end-expiratory pressure Negative Enhanced Imaging Technology Negative entropy Negative equity Negative equity Negative equity negative equity loans negative eugenics

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