Investment

Risque de taux d’intérêt

The risk that changes in interest rates will negatively affect the value of bonds or other fixed-income securities in a portfolio. Measured using duration, convexity, and scenario analysis.

Quick answer: The risk that changes in interest rates will negatively affect the value of bonds or other fixed-income securities in a portfolio. Measured using duration, convexity, and scenario analysis.

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Quick answer

The risk that changes in interest rates will negatively affect the value of bonds or other fixed-income securities in a portfolio. Measured using duration, convexity, and scenario analysis.

Why it matters

Risque de taux d’intérêt 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 Risque de taux d’intérêt?

In this glossary, Risque de taux d’intérêt refers to: The risk that changes in interest rates will negatively affect the value of bonds or other fixed-income securities in a portfolio. Measured using duration, convexity, and scenario analysis.

How is Risque de taux d’intérêt used in finance?

In finance communication, this term appears in contexts such as: "La hausse des taux a accru le risque de taux d’intérêt, provoquant une baisse marquée des obligations à longue durée."

Why does Risque de taux d’intérêt matter in finance?

Risque de taux d’intérêt 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 Risque de taux d’intérêt?

Risque de taux d’intérêt is mainly used by Financial Analysts, Bankers, and Traders.

What category does Risque de taux d’intérêt belong to?

In this glossary, Risque de taux d’intérêt 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

The risk that changes in interest rates will negatively affect the value of bonds or other fixed-income securities in a portfolio. Measured using duration, convexity, and scenario analysis.

Operational example

Rising rates increased interest rate risk, causing the value of the portfolio's long-duration bonds to decline sharply.

Localized term

Risque de taux d’intérêt

Localized example

La hausse des taux a accru le risque de taux d’intérêt, provoquant une baisse marquée des obligations à longue durée.

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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