Interest Rate Risk and Sensitivities for Bonds – Felix

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Interest Rate Risk and Sensitivities for Bonds

A practical look at interest rate risk and the most common sensitivity measures.

Show lesson playlist

02:48
Interest Rate Risk of Fixed Coupon Bonds
- #1 of 14
03:02
Key Drivers of Interest Rate Sensitivity - Maturity
- #2 of 14
04:47
Key Drivers of Interest Rate Sensitivity - Coupon
- #3 of 14
04:17
Key Drivers of Interest Rate Sensitivity - Yield Level
- #4 of 14
02:56
Interest Rate Sensitivity Ratios
- #5 of 14
07:40
Macaulay Duration
- #6 of 14
05:10
Modified Duration
- #7 of 14
03:41
Convexity
- #8 of 14
04:21
Dollar Value of a Basis Point (DV01)
- #9 of 14
05:52
Duration and Dollar Value of a Basis Point (DV01) Workout
- #10 of 14
05:48
Portfolio DV01 Neutrality Workout
- #11 of 14
05:05
Interest Rate Sensitivity for Bond Portfolios
- #12 of 14
06:28
Interest Rate Risk of Floating-Rate Notes (FRNs)
- #13 of 14
Interest Rate Risk and Sensitivities for Bonds Tryout
- #14 of 14

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