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Investment

金利リスク

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

金利リスク 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 金利リスク?

In this glossary, 金利リスク 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 金利リスク used in finance?

In finance communication, this term appears in contexts such as: "金利上昇で長期債の価値が大きく下落した。"

Why does 金利リスク matter in finance?

金利リスク 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 金利リスク?

金利リスク is mainly used by Financial Analysts, Bankers, and Traders.

What category does 金利リスク belong to?

In this glossary, 金利リスク 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

金利リスク

Localized example

金利上昇で長期債の価値が大きく下落した。

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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