medium · Debt Capital Markets

How does the 'term premium' typically affect the shape of the yield curve?

  1. It creates 'humps' in the curve at the 5-year and 10-year benchmark points.
  2. It forces the short end of the curve to match the overnight policy rate.
  3. It causes the curve to invert when inflation expectations are high.
  4. It adds an upward slope as compensation for the increased price risk of longer-term bonds.

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