O que e Duração do spread?
Duração do 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 “Duração do spread” Used in Practice?
O aumento da duração do spread expõe o portfólio a maior risco de spread de crédito, especialmente em mercados voláteis.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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O que e Duração do 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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