Duration risk

/dʊˈreɪʃən rɪsk/ noun

The risk that bond prices will decline due to rising interest rates, with longer-duration bonds experiencing greater price sensitivity to interest rate changes. Duration measures this price sensitivity as a percentage change per 1% interest rate move.

From Latin 'durare' meaning 'to last' or 'endure,' combined with the concept of financial risk. The term emerged from bond mathematics developed in the early 20th century to quantify interest rate sensitivity.

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