Interest rate risk: related pages

Risk that is specific to a particular security or sector so its impact on a diversified portfolio is limited.

An interest rate that is set in advance and does not change depending on external factors.

The rate of change of the price of a portfolio or derivative with the interest rates.

The duration is a measure of the average time it takes a bondholder to get their money (both principal and interest).

Modified duration is a measure of the sensitivity of a bond price to interest rates.

A type of stop loss order that essentially becomes a limit order once a price threshold is crossed.

The difference between the rate of return on a security (or a market or an investment) and the risk free rate of return.

The difference between the yield on a bond and the yield on a similar risk free debt instrument.

The pattern of variation of interest rates with time.