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Investment

Duración de spread

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

Duración de spread 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 Duración de spread?

In this glossary, Duración de spread 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 Duración de spread used in finance?

In finance communication, this term appears in contexts such as: "Un aumento en la duración de spread expone la cartera a un mayor riesgo de spread de crédito, especialmente en mercados volátiles."

Why does Duración de spread matter in finance?

Duración de spread 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 Duración de spread?

Duración de spread is mainly used by Financial Analysts, Bankers, and Traders.

What category does Duración de spread belong to?

In this glossary, Duración de spread 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

Duración de spread

Localized example

Un aumento en la duración de spread expone la cartera a un mayor riesgo de spread de crédito, especialmente en mercados volátiles.

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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