partial-'01s
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Terminology of key-rate exposures, Partial '01s, key rate 01s (KR01s)
Hi, I am wondering what is terminolgy regarding key-rate exposures, Partial '01s, key rate 01s (KR01s)? On page 168 of "Valuation and Risk Models", it is said that "...The impact of shifts, such as the ones shown in Figures 13.2 through 13.4, are sometimes referred to as partial 01s or key...- AUola2165
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- key-rate-'01 key-rate-exposure partial-'01s
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- Forum: P1.T4. Valuation & Risk Models