key rate exposure

  1. A

    Table 5.2: Key Rate DV01s and Durations of 30-year C-STRIP

    Hi, In the given table, can you help me to understand the logic of calculation we have used to derive Shock and D(t) I'm not very much sure what is generic forumula / theory used to calcualte the =I30-($G$30/($A$36-$A$30)) [ Snippet 1 ] And while calcualting D(t) why we used "2" --->...
  2. P

    Explanation needed for Tuckman's Partial 01s exposure.

    Hello, I am confused between key rate exposures, bucket exposures and partial 01s with reference to multi factor risk metrics. Could someone please help me by summarising these topics? Also, highlight the key differences between them. Thanks a ton. Priyanka.
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