Duration Risk: Revision history

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    17 March 2023

    • curprev 02:4202:42, 17 March 2023Jasonchen talk contribs 731 bytes +731 Created page with " Duration risk is the risk that a rise in interest rates will cause the price of a given bond to fall. I won’t belabour you with the maths for calculating the duration of a bond, but you can think of duration as the sensitivity of a bond’s price to a change in interest rates. The longer the time to maturity of a given bond, the more interest rate or duration risk that bond has. Duration risk also changes based on the level of interest rates, which means the relation..."