Glossary entry (derived from question below)
French term
sensibilité
I am translating a newsletter for a managed fund and there is a section which refers to the gradual introduction of a modest level of "dettes souveraines européennes" with maturities between 3 years and 10 years into the portfolio.
"Ainsi la sensibilité passe de x,x% à fin décembre à x,x% à fin mai."
I don't think "sensitivity" sounds right - any help appreciated.
Thank you
Mark
4 +4 | exposure | Ana Vozone |
4 | duration | rkillings |
Nov 18, 2014 08:17: Ana Vozone Created KOG entry
Proposed translations
exposure
This working paper comments on market concerns about banking sector exposure to sovereign debt risk during and beyond the period of the stress test.
shows that Europe's 16 largest banks have increased their risk exposure to sovereign debt by 26 per cent or €550bn in 2011 and ..
duration
It is a measure of the sensitivity of bond prices to the market interest rate, though, and you could say that.
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