Key Rate Duration
Investment Dictionary:
Key Rate Duration
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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: ...
[edit] Key rate durations
For managers who need to account for changes in the shape of the yield curve in detail, ...
 See also: Portfolio, Short, Duration, Maturity, Security
  
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