Examples of using Modified duration in English and their translations into German
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Financial
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Colloquial
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Official
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Ecclesiastic
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Medicine
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Ecclesiastic
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Political
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Computer
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Programming
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Official/political
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Political
Modified duration for US and European high yield is 3.5 years and 3 years respectively.
German government bonds with systematic duration management, long only modified duration from about 0% to about 9.
The modified duration of our bond portfolio is geared largely to the technical liabilities.
As the delta equivalent in notional value multiplied by the modified duration,, in the case of a transaction with a non-linear risk profile.
Modified Duration shows the percentage change of a bond price on the basis of a 1% change in the interest rate.
This is why even when the TV scheduled gets changed at the very last minute, ShowView will'follow' the PDC/VPS signal and continue orstop recording depending on the programme modified duration.
Modified duration of +2 means that for an instantaneous 1% rate increase, the portfolio's value would drop by 2.
In determining relevant categories, institutions shall take into account the type of issuer of the security, the external credit assessment of the securities,their residual maturity, and their modified duration.
Modified duration: A bond's modified duration measures the risk attached to a given change in the interest rate.
In case of complete or partial postponement or shortening,the contract is considered void for the modified duration, unless the Customer objects to this in writing within a period of two weeks after notification of the change.
Modified Duration Modified Duration is a measure of price sensitivity of a bond to changes in interest rates.
The institution shall then calculate the duration-weightedposition for each instrument by multiplying its market price by its modified duration and by the assumed interest-rate change for an instrument with that particular modified duration see column 3 in Table 3.
The modified duration of the Sub-Fund will stay between 0 and 15, without any restriction on the modified duration of individual securities in the Sub-Fund.
Each participating NCB shall transfer to the ECB a portfolio of securities and cash in or denominated in US dollars orJapanese yen within deviation bands around the modified durations of the tactical benchmark portfolios as are specified by the ECB, and in conformity with such credit limits as are specified by the ECB.
The Modified Duration of iShares ETFs is calculated as the average of the underlying bonds' modified duration values, weighted by the bond's weight in the fund.
The size of a risk position in a reference debt instrument in a basket underlying an'nth to default' credit default swap is the effective notional value of the reference debt instrument,multiplied by the modified duration of the'nth to default' derivative with respect to a change in the credit spread of the reference debt instrument;
We increased the duration and modified the easing on. color-mixed to create the impression that it took time for the colors to mix.
These first-time archetype unlocks also modify the duration and cooldown times for your Heroic Moment ability.
The square brackets show the extent of the beam andthe braces show which notes are to have their durations modified.