Che cos'e Duration dello spread?
Duration dello 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 dello spread” Used in Practice?
Un aumento della duration dello spread espone il portafoglio a un rischio di spread di credito maggiore, soprattutto in mercati volatili.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Che cos'e Duration dello 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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