What is Durée du Portefeuille?
In this glossary, Durée du Portefeuille refers to: A weighted average measure of the sensitivity of a fixed income portfolio’s price to changes in interest rates, typically expressed in years; critical for interest rate risk management and regulatory reporting.
How is Durée du Portefeuille used in finance?
In finance communication, this term appears in contexts such as: "Une durée de portefeuille de cinq ans indique que la valeur diminuera d’environ 5 % si les taux augmentent de 1 point."
Why does Durée du Portefeuille matter in finance?
Durée du Portefeuille matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses Durée du Portefeuille?
Durée du Portefeuille is mainly used by Financial Analysts, Bankers, and Traders.
What category does Durée du Portefeuille belong to?
In this glossary, Durée du Portefeuille is grouped under Analysis. 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.