About this document
Key Rate Durations in Interest Rate Risk by Petra Hilq is a document available to read on EtoBox.
The document discusses different types of interest rate-contingent securities and their exposure to interest rate risk. It introduces key rate durations as a measure that can help analyze how each type of instrument is affected by shifts in different parts of the yield curve. Key rate durations provide a more detailed picture than effective duration alone.
- Author
- Petra Hilq
- Language
- EN