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Investment

利率风险

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

利率风险 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 利率风险?

In this glossary, 利率风险 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 利率风险 used in finance?

In finance communication, this term appears in contexts such as: "利率上升增加了利率风险，导致长期债券价值大幅下降。"

Why does 利率风险 matter in finance?

利率风险 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 利率风险?

利率风险 is mainly used by Financial Analysts, Bankers, and Traders.

What category does 利率风险 belong to?

In this glossary, 利率风险 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

利率风险

Localized example

利率上升增加了利率风险，导致长期债券价值大幅下降。

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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