¿Qué es Duración de spread?
Duración de spread A measure of a bond portfolio’s sensitivity to changes in credit spreads; it quantifies the impact of spread changes on the value of the portfolio, holding interest rates constant.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Duración de spread” Used in Practice?
Un aumento en la duración de spread expone la cartera a un mayor riesgo de spread de crédito, especialmente en mercados volátiles.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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¿Qué es Duración de spread?
A measure of a bond portfolio’s sensitivity to changes in credit spreads; it quantifies the impact of spread changes on the value of the portfolio, holding interest rates constant.
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