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Investments glossary

Key Rate Duration Definition


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Quotes of the day:

All that glitters is not gold, and things that look warm are often cold!

— Yassine Aumerally

Key rate duration measures how the value of a security or portfolio changes at a specific maturity point along the entirety of the yield curve. When keeping other maturities constant, the key rate duration can be used to measure the sensitivity in a security’s price to a 1% change in yield for a specific maturity.


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