Home > Glossary > Key Rate Duration

Meaning / Definition of

Key Rate Duration

Categories: Stocks,

A way to measure the sensitivity of a security or a portfolio in relation to a change in yield of 1 percent (100 basis point(s)) for a specific maturity. It is determined by changing the market rate for one maturity point on the yield curve while subsequently keeping all of the other variables the same. Key rate duration is also used to address the key rates that are the maturities of the United States Treasury spot rate curve.

Featured term of the day

Definition / Meaning of

Sarbanes-Oxley Act (SARBOX, SOX, SOx) Of 2002

Categories: Insurance,

removed

Most popular terms

1. No-load Mutual Fund
2. Retaliation Claims
3. Hope Scholarship Credit
4. Increase
5. Insurer Insolvency Exclusion
6. Audit Committee
7. Act-as-one Provision
8. Subprime Loans
9. Jumbo CD
10. Special Mobile Equipment

Search a term

Keyword:

Browse by alphabet

ABCDEFG
HIJKLMN
OPQRSTU
VWXYZ#

Browse by category

Accounting
Banking
Bankruptcy Assistance
Bonds and Treasuries
Brokerages
Business and Management
Compliance and Governance
Credit and Debt
E-commerce
Economics
Estate Planning
Forex
Fraud
Fundamental Analysis
Futures
Global
Insurance
International Trade
Investing and Trading
Ipos
Legal
Loan and Mortgage
Mergers and Acquisitions
Mutual Funds
Operation and Production
Options
Patent
Personnel Management
Real Estate
Retirement and Pension
Statistics and Risk Management
Stocks
Strategies
Tax
Technical Analysis
Venture Capital