Statistics glossary
All glossary entries
ECB
Statistics
Monetary policy
Macroprudential policy & financial stability
Payments & markets
Banking supervision
Abbreviations
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yield curve
- A curve describing the relationship between the interest rate or yield and the maturity at a given point in time for debt securities with the same credit risk but different maturity dates. The slope of the yield curve can be measured as the difference between the interest rates at two selected maturities.