Glossary entry (derived from question below)
English term or phrase:
sensitivity weight
Romanian translation:
pondere dependentă/sensibilă
Added to glossary by
Ioana Abrahan
Mar 20, 2012 07:06
12 yrs ago
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English term
sensitivity weight
Homework / test
English to Romanian
Bus/Financial
Finance (general)
In order to evaluate the effects of changing interest rate on a bank's economic value, one can use a maturity schedule, by applying sensitivity weights to each time band.
Proposed translations
(Romanian)
4 | pondere dependentă/sensibilă | ION CAPATINA |
References
ASSET-LIABILITY MANAGEMENT | Claudia Coja |
Proposed translations
8 hrs
Selected
pondere dependentă/sensibilă
Este vorba de o pondere sensibilă la (dependentă de) rata dobânzii.
4 KudoZ points awarded for this answer.
Comment: "Multumesc!"
Reference comments
20 mins
Reference:
ASSET-LIABILITY MANAGEMENT
In the weighted interest-sensitive gap methodology, all interest-sensitive assets and liabilities are given a weight based on their speed (sensitivity) relative to some market interest rate. Fed Funds loans, for example, have an interest rate which is determined in the market and which would have a weight of 1. All other loans, investments and deposits would have a weight based on their speed relative to the Fed Funds rate. To determine the interest-sensitive gap, the dollar amount of each type of asset or liability would be multiplied by its weight and added to the rest of the interest-sensitive assets or liabilities. Once the weighted total of the assets and liabilities is determined, a weighted interest-sensitive gap can be determined by subtracting the interest-sensitive liabilities from the interest-sensitive assets.
http://www.westga.edu/~rbest/international/finc4561/section2...
http://www.westga.edu/~rbest/international/finc4561/section2...
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