Key Rate Duration — Holding all other maturities constant, this measures the sensitivity of a security or the value of a portfolio to a 1% change in yield for a given maturity. The calculation is as follows: Where: P = Security s price after a 1% decrease in yield… … Investment dictionary
Duration — Die Duration ist eine Sensitivitätskennzahl, die die durchschnittliche Kapitalbindungsdauer einer Geldanlage in einem festverzinslichen Wertpapier bezeichnet. Genauer genommen und allgemein formuliert ist die Duration der gewichtete Mittelwert… … Deutsch Wikipedia
rate — The cost of debt service paid by a borrower or issuer to a lender or investor. The rate is expressed as an annual percentage of the amount borrowed. For some notes and bonds that pay interest semiannually, the semiannual interest due to the… … Financial and business terms
partial duration — A duration measure calculated by changing one variable while all other variable are held constant. The most common example Is key rate duration where all variables are held constant except the yield for a specific maturity point on the yield… … Financial and business terms
reshaping duration — See key rate duration. American Banker Glossary … Financial and business terms
Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Basal metabolic rate — (BMR), and the closely related resting metabolic rate (RMR), is the amount of daily energy expended by humans and animals at rest. Rest is defined as existing in a neutrally temperate environment while in the post absorptive state. In plants,… … Wikipedia
Heart rate — is the number of heartbeats per unit of time, typically expressed as beats per minute (bpm). Heart rate can vary as the body s need to absorb oxygen and excrete carbon dioxide changes, such as during exercise or sleep. The measurement of heart… … Wikipedia
Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Fixed-income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
