State and explain three theories explaining the term structure of interest rates.

      

State and explain three theories explaining the term structure of interest rates.

  

Answers


Kavungya
(a) The Market Segmentation Theory
This theory states that each lender and each borrower has a preferred maturity. For example a
company borrowing to buy long term assets like plant and equipment would want to borrow in
the long-term market. However, a retailer borrowing to build the level of inventories in
anticipation for increased sale would borrow in the short term market. Similarly differences
exist among lenders (or savers). For example a person saving to pay school fees next term
would lend in the short-term market while one saving for retirement twenty years hence would
save in the long-term market.
The market segmentation theory states that there exist two separate markets the short term and
long term markets. The slope of the yield curve depends on the demand and supply conditions
in both markets. An upward sloping curve would occur when there is a large supply of funds
relative to demand in the short term market but a relative shortage of funds in the long term
market. Similarly a downward sloping curve would indicate relatively strong demand in the
short term market compared to long term market while a flat curve would indicate balanced
demand in the two markets.

(b) Liquidity Preference Theory
This theory states that long term bonds normally yield more than short term bonds for two
reasons:
i. Investors generally prefer to hold short-term securities because such securities are more
liquid since they can be converted to cash with little danger of loss of principal. Hence
other things being constant investors will accept lower yields on short term securities.
ii. At the same time borrowers react in the opposite way. Generally, they prefer long term
debt to short-term debt because short term debt expose them to the risk of having
to repay the debt under adverse conditions. Accordingly borrowers are willing to pay a
higher rate, other things remaining constant, on long-term funds than short term funds.
Taken together, these two sets of preferences imply that under normal conditions a true
maturity risk premium exist which increases with increase in maturity and thus the yield
curve is upward sloping.

(c) Expectations Theory
This theory states that the yield curve depends on expectations about factors affecting future
expected returns on similar assets. Examples of such factors include economic conditions such
as inflation, recession and boom or political conditions. Taking inflation as an example: If the
annual rate of inflation is expected to decline, the yield curve will be downward sloping
whereas it will be upward sloping if the inflation rate is expected to increase.
Other factors influencing interest rates are:
i. Central bank monetary policy
ii. Government fiscal policy
iii. The level of business activities etc.
Kavungya answered the question on April 14, 2021 at 19:38


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