Exchange Currency

inverted spread

Spread which occurs when a short-term instrument yields a higher rate than a long-term instrument. This inversion can be caused by supply and demand for the particular instruments, or economic fluctuations in general.

Related information about inverted spread:
  1. Inverted Spread Definition | Investopedia
    A situation in which the yield difference between a longer term financial instrument and a shorter term instrument is negative. This is calculated by subtracting the ...
     
  2. What is inverted spread? definition and meaning
    Definition of inverted spread: Spread which occurs when a short-term instrument yields a higher rate than a long-term instrument. This inversion can be caused ...
     
  3. Greek 6M-1Y Curve Inverted, Spread Difference ... - EconoMonitor
    Greek 6M-1Y Curve Inverted, Spread Difference Between 3M And 6M Almost 300 Basis Points. Author: Tyler Durden · April 6th, 2010 ...
     
  4. Greek 6M-1Y Curve Inverted, Spread Difference Between 3M And ...
    Apr 6, 2010 ... As an indication of just how royally... busted... things are in Greece, note the most recent GGB curve below. While the 10s30s inversion is not ...
     
  5. Inverted CDS curve shows fear of shock default | Reuters
    Oct 14, 2008 ... Inverted spread curves often indicate that investors see a heightened risk of default in the near term. Ten-year spreads are tighter, because of ...
     
  6. Credit Default Swap (CDS) - MATLAB
    [HazDataInv2(:,2);HazDataInv2(end,2)],'--') hold off grid on xlabel('Time (years)') ylabel('Hazard Rate') title('Hazard Rates for Inverted Spread Curves') ...
     
  7. Morgan Stanley: inverted swap spreads will alter pension fund ...
    Apr 9, 2010 ... The clear result of the inverted spread, according to Mutkin, is that it will prompt insurers and pension funds to change their duration hedging ...
     
  8. A Guide to Modeling Credit Term Structures
    Dec 17, 2009 ... examination one can see that the inverted spread curve is largely an 'optical' phenomenon due to a chosen definition of the spread measure ...