Modified duration

Description

From 2007 onwards, this table shows the modified duration of the fixed income values of pension funds. The modified duration reflects the change in the value of fixed income as a result of a parallel change in the interest rate term structure by 1 percentage point.

Resources

Name Format Description Link
23 https://www.dnb.nl/statistieken/data-zoeken/#/details/statistiekdata/dataset/21585494-69f3-49b0-9fdd-0d74b20b5431/resource/4afb3bde-ada2-4c93-adfb-b49189d633a4

Tags

  • beleggingen-risico-fonds
  • vastrentende-waarden
  • modified-duration

Topics

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