Bond prices are sensitive to interest rate changes, and bond duration is a measure of just how sensitive. For instance, in Exhibit 1.1 (shown in my last article), an increase in interest rates for the ...

Interest-rate sensitivity, credit risk, and exposure to the yield curve are three of the biggest factors that have an impact on a bond's price. As a measure of interest-rate sensitivity, duration ...

Silicon Valley Bank failed in part because it didn't hedge its duration risk. Duration is also a key reason why equities, especially growth stocks, have fallen over the last year. Federal Reserve ...

Nick Lioudis is a writer, multimedia professional, consultant, and content manager for Bread. He has also spent 10+ years as a journalist. Cierra Murry is an expert in banking, credit cards, investing ...

What Is Key Rate Duration? Key rate duration is a measure of bond price sensitivity to changes at different points along the yield curve. As opposed to effective duration, which looks at changes in ...

The concept of equity duration is more challenging than for bonds due to greater uncertainty of timing and amount of cash flows and discount rates are function of numerous variables. The equity ...

Question: Morningstar analysts often define duration as a "measure of sensitivity to interest rates." What exactly does this mean? Answer: This is a timely question, with the Fed signaling that it ...