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Term premium

Français : Prime de terme

Additional compensation demanded by investors for locking up capital over a long period rather than a short one. Explains why long-term rates are normally higher than short-term rates.

Definition

The term premium represents the additional return an investor demands for lending long-term rather than short-term, beyond expectations of future rates. It compensates for risks specific to long bonds: reinvestment risk, unexpected inflation risk, and liquidity risk.

In practice, the term premium varies over time: it is high when uncertainty about future inflation and rates is great (1980s-1990s), and low or negative when central banks buy bonds massively (post-2008 quantitative easing).

Impact on fixed mortgage rates: 5-year fixed rates incorporate expected short-term rates over 5 years PLUS the term premium. When the term premium is compressed (QE), fixed rates may seem abnormally low even if short rates don't move.

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This definition is provided for informational purposes only and does not constitute legal, tax, or financial advice. For a personal situation, consult an AMF-licensed mortgage broker, notary, accountant, or the relevant financial institution.