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Investment

スプレッドデュレーション

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

スプレッドデュレーション 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 スプレッドデュレーション?

In this glossary, スプレッドデュレーション 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 スプレッドデュレーション used in finance?

In finance communication, this term appears in contexts such as: "スプレッドデュレーションが高まると、特に信用市場が不安定な時にポートフォリオはより大きなクレジットスプレッドリスクにさらされます。"

Why does スプレッドデュレーション matter in finance?

スプレッドデュレーション 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 スプレッドデュレーション?

スプレッドデュレーション is mainly used by Financial Analysts, Bankers, and Traders.

What category does スプレッドデュレーション belong to?

In this glossary, スプレッドデュレーション 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

スプレッドデュレーション

Localized example

スプレッドデュレーションが高まると、特に信用市場が不安定な時にポートフォリオはより大きなクレジットスプレッドリスクにさらされます。

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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