DETECTION: EXPANSION
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Sovereign Debt

Term Premium

The excess yield that investors demand to hold a long-duration bond instead of rolling a series of short-term instruments. It compensates for duration risk (price sensitivity to rate changes), inflation uncertainty, and fiscal supply risk. The ACM Term Premium Model (NY Fed) estimates this component separately from the expected short rate path over the bond's life.

Formula / Calculation

Yield = Expected Path of Short Rates + Term Premium


Why It Matters

Rising term premium without a corresponding rise in expected short rates is a red flag — it signals deteriorating demand for long-duration Treasuries and investor concern about fiscal sustainability or inflation. 2023's rapid rise in 10Y yields was predominantly a term premium phenomenon, not a change in Fed rate expectations.

Tracked via Dashboard Metrics
Yield Curve Slope
ACMTP10 (NY Fed)
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