Qu'est-ce que Durée du Portefeuille ?
Durée du Portefeuille A weighted average measure of the sensitivity of a fixed income portfolio’s price to changes in interest rates, typically expressed in years; critical for interest rate risk management and regulatory reporting.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Durée du Portefeuille” Used in Practice?
Une durée de portefeuille de cinq ans indique que la valeur diminuera d’environ 5 % si les taux augmentent de 1 point.
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
Learn “Durée du Portefeuille” Free with Termify
Master Durée du Portefeuille and 4,071+ professional terms with native pronunciation, IPA transcriptions and career quizzes. 100% free, forever.
Download Free for iOSFrequently Asked Questions
Qu'est-ce que Durée du Portefeuille ?
A weighted average measure of the sensitivity of a fixed income portfolio’s price to changes in interest rates, typically expressed in years; critical for interest rate risk management and regulatory reporting.
Where can I learn this term for free?
Termify is a 100% free professional English app that teaches Durée du Portefeuille and 4,071+ other industry terms with native pronunciation, IPA transcriptions and career quizzes. Available on iOS in 23 languages. No subscription, no credit card required.
Last updated: