What is Duração do spread?
In this glossary, Duração do 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 Duração do spread used in finance?
In finance communication, this term appears in contexts such as: "O aumento da duração do spread expõe o portfólio a maior risco de spread de crédito, especialmente em mercados voláteis."
Why does Duração do spread matter in finance?
Duração do 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 Duração do spread?
Duração do spread is mainly used by Financial Analysts, Bankers, and Traders.
What category does Duração do spread belong to?
In this glossary, Duração do 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.
