Key Rate Durations: Measures of Interest Rate Risks

By Thomas S. Y. Ho · The Journal of Fixed Income · 1992 · CP351-107-25

An article in The Journal of Fixed Income, volume 2, issue 2 (September 1992), pages 29-44, on the interest rate risk exposure of interest rate-contingent claims. Its abstract observes that different types of instrument are affected differently by yield curve movements, and that understanding each instrument's exposure lets portfolio managers evaluate interest rate bets and control risk.

On the syllabus

Exam CP-351 — the whole article, listed in the syllabus as "CP351-107-25: Key Rate Durations: Measures of Interest Rate Risk"; outcome 2a.

Contents unavailable The article is a journal publication with no free copy, and the SOA supplies it as a study note that is not available electronically. This page records its citation, abstract and assignment only.

Sources

Key Rate Durations: Measures Of Interest Rate Risks (Thomas S. Y. Ho, The Journal of Fixed Income, 1992) on SciSpace — the citation (author, journal, volume 2, issue 2, pages 29-44, 30 September 1992) and the abstract reproduced for the lead; the publisher's own page for the article could not be opened
CP 351 Introductory Study Note, Nov 2026/Mar 2027/Jul 2027 (SOA) — the study-note code CP351-107-25 and its title
CP 351 Syllabus, Nov 2026/Mar 2027/Jul 2027 (SOA) — the assignment, the learning outcome and the note that study notes are not available electronically