Interest rate sensitivity is a measure of how much the price of a fixed-income asset will fluctuate as a result of changes in the interest rate environment.

Interest rate sensitivity is the analysis of fixed income security price fluctuations to changes in the market interest rate. The higher the security's interest ...

Interest rate sensitivity measures bond and bond fund volatility in response to interest rate changes. Bond prices change in the opposite direction of ...

If the market interest rate rises from 10% to 11%, each payment falls in present value by the time to payment. For example, the payment at time 3 falls in ...

Fixed-income investments are very sensitive to interest rate changes. A bond's duration reflects changes in the bond's price for each 1% fluctuation of the ...

Interest-rate sensitivity measures how the price of a bond changes with changes to underlying interest rates. Bonds that are more sensitive to changes in ...

This example demonstrates a way to analyze the relative importance of duration and convexity for a bond portfolio using some of the SIA-compliant bond functions ...

That example illustrates that if you're concerned about rising rates, avoiding long-term bond funds is a good starting point. And while duration is a handy ...

In a sensitivity analysis, we show impulse response functions for the sample that ends in 2018. Q3, but with the same break date (Figure 2). The results show ...

Interest rate risk is the chance of asset value falling due to unexpected interest rate changes, mainly affecting bonds. Read the full blog to explore more.