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Investment

مدة الفارق

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.

Quick answer: 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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Quick answer

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.

Why it matters

مدة الفارق matters because it supports clear communication in Investment contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is مدة الفارق?

In this glossary, مدة الفارق refers to: 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.

How is مدة الفارق used in finance?

In finance communication, this term appears in contexts such as: "زيادة مدة الفارق تعرض المحفظة لمخاطر أكبر في فروق الائتمان، خاصة في الأسواق المتقلبة."

Why does مدة الفارق matter in finance?

مدة الفارق matters because it supports clear communication in Investment contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses مدة الفارق?

مدة الفارق is mainly used by Financial Analysts, Bankers, and Traders.

What category does مدة الفارق belong to?

In this glossary, مدة الفارق is grouped under Investment. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

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.

Operational example

An increase in spread duration exposes the portfolio to greater credit spread risk, especially in volatile credit markets.

Localized term

مدة الفارق

Localized example

زيادة مدة الفارق تعرض المحفظة لمخاطر أكبر في فروق الائتمان، خاصة في الأسواق المتقلبة.

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Investment

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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