Duration analysis

Duration analysis is a measurement of the sensitivity of the market value of a bank’s assets and liabilities to changes in interest rates.

Share it: CITE

Previous:
Computer Programming

Next:
Dynamic open market operation

Related Definitions

Marginal Analysis
The study of the risk and reward of certain decision-making...
Incremental Analysis
Incremental Analysis is a choice strategy used to evaluate accounting...
Financial Analysis
Financial analysis is the use of mathematics to bring important...
Time series Analysis
Time series Analysis is an analysis of relationships between two...
Cross-sectional analysis
Cross-sectional analysis refers to an analysis of relationships among a...