Qu'est-ce que Duration de spread ?
Duration 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 “Duration de spread” Used in Practice?
Une augmentation de la duration de spread expose le portefeuille à un risque de spread de crédit accru, surtout en période de volatilité.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Download Free for iOSFrequently Asked Questions
Qu'est-ce que Duration 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.
Where can I learn this term for free?
Termify is a 100% free professional English app that teaches Duration de spread 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.
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