题目
Which of the following is most appropriate for measuring a bond’s sensitivity to shaping risk?
选项
A.key rate duration
B.effective duration
C.modified duration
答案
A
解析
： A is correct. Key rate duration is used to measure a bond’s sensitivity to a shift at one or more maturity segments of the yield curve which result in a change to yield curve shape. Modified and effective duration measure a bond’s sensitivity to parallel shifts in the entire curve. ： 这道题目问的是以下哪项最适合衡量债券对形成风险的敏感性？ A是正确的。关键利率久期用于衡量债券对收益率曲线中一个或多个到期日段的变化的敏感性，这些变化导致收益率曲线形状的变化。修正和有效久期测量对整个曲线平行移动的敏感度。