In the Hull-White model, this quantity’s behavior is modeled as a stochastic equation, extending the earlier Vasicek (“vash-ee-check”) model for this quantity. The difference of two of these quantities can be used to model the risk of financial institutions in the TED spread. When one form of this quantity is near zero, a liquidity trap called this (15[1])quantity’s (15[1])“zero-lower bound problem” occurs. Fiscal policy that increases values of this quantity can lead to (*) “crowding out” or decreased private investments. In the Fisher equation, this quantity’s “nominal” and “real” types are shown to be related (10[1])after correcting for inflation. (10[1])The “simple” type of this quantity is calculated only on the principal, as opposed to the “compound” type, which accumulates. For 10 points, name this quantity, the percentage of money a borrower returns to a lender. ■END■