Distribution by maturity(redirected from Distributions of Maturity)
Distribution by maturity
An indicator of interest rate risk. In general, the higher the concentration of longer-maturity issues, the more a portfolio's share price will fluctuate in response to changes in interest rates.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
Distribution by Maturity
A listing of all the securities, especially debt securities, in a portfolio according to their issuers. Distribution by maturity is a way of calculating the interest rate risk of a portfolio. The fewer long-term securities that are in a portfolio, the less likely its current market value is to change according to changes in prevailing interest rates.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved