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key-rates

  1. C

    Key rates

    Hi David, I’m trying to wrap my head around key rates and therefore have a few questions. I tried searching the forum but couldn’t find the answer. In Tuckmans example all securities seems to have the same maturity as a key rate, but one point of key rates were to keep them as few as possible...
  2. Nicole Seaman

    P1.T4.913. Key rates versus partial-01s versus forward-buckets (Tuckman Ch.5)

    Learning objectives: Relate key rates, partial ’01s and forward-bucket ’01s, and calculate the forward-bucket ’01 for a shift in rates in one or more buckets. Construct an appropriate hedge for a position across its entire range of forward-bucket exposures. Apply key rate and multi-factor...
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