A swap whose maturity matches that of another instrument. This arises when an investor tries to synthetically hedge a bond/...

A standard repo whose termination date matches the maturity date of the security (e.g., bond, note, etc.) In other words,...

The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: Matched...

The difference between the yield-to-maturity of a bond and the par swap rate to the maturity of the bond: YY...

An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...

An asset swap that involves the exchange of a swap rate for a bond yield. The yield/ yield spread is...

A maturity transformation that doesn't provide a full or perfect match between short-term liabilities and long-term assets (which are financed...

A maturity transformation that doesn't provide a full or perfect match between short-term liabilities and long-term assets (which are financed...

The period in which many existing debt arrangements come due or approach maturity. For example, loans, bonds, and leveraged buyout...

The period in which many existing debt arrangements come due or approach maturity. For example, loans, bonds, and leveraged buyout...