利差久期 是什么？
利差久期 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 “利差久期” Used in Practice?
利差久期的增加使投资组合暴露于更大的信用利差风险，尤其是在波动的信贷市场中。
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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利差久期 是什么？
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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