Yield Curve Risk What is the 'Yield Curve Risk' The yield curve risk is the risk of experiencing an adverse shift in market interest rates associated with investing in a fixed income instr
Yield Curve A yield curve depicts interest rates of bonds having different maturities, but same credit quality, at a specific point in time. The yield curve is mostly used to compare rates o
Off-The-Run Treasury Yield Curve What is 'Off-The-Run Treasury Yield Curve' The U.S. Treasury yield curve derived using off-the-run treasuries. Off-the-run treasuries refer to U.S. governm