Duration is a way to measure a fixed income security’s price sensitivity to interest rates – the longer the duration, the more sensitive it is to interest rate movements.

In this article published by YieldReport – an independent online news portal focusing solely on fixed income and yield securities – GSFM explores key concepts related to duration, with a particular focus on the impact of duration in a rising rate environment.

To read the article, click here.

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Information provided is general information and is for educational purposes only, and does not include, or constitute as, financial product advice.