PORTFOLIO RISK
Portfolio DV01
Aggregates first-order one-basis-point rate exposure.
Formula
DV01_p = Σ DV01_i
Variables: Position-level DV01 values
What it means
Aggregates first-order one-basis-point rate exposure.
Example
Position DV01s of 20, 35 and -10 sum to portfolio DV01 of 45.
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.
Related Formulas
BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.