BondStats
Learn / Formula / Key Rate Duration
DURATION & RISK

Key Rate Duration

Measures sensitivity to a specific maturity point on the yield curve.

Formula

KRD_i ≈ (P_i,- - P_i,+)/(2P0Δy_i)

Variables: Prices under localized key-rate shocks

What it means

Measures sensitivity to a specific maturity point on the yield curve.

Example

Shock only the 5-year key rate up and down while holding other key rates fixed, then reprice.

How to interpret it

This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.

BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.