Duration vs. Convexity:
Navigating Interest Rate Risk
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Author:
Geoff Robinson -
Level:
Intermediate to advanced -
Study time:
1 hour
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Course overview
This playlist explores the essential and advanced concepts of bond duration and convexity for investment analysts. It begins by distinguishing between effective and modified duration, then examines the shortcomings of duration when credit risk, liquidity, and optionality distort bond pricing.
Viewers are guided through Excel-based examples to calculate convexity, and are introduced to how convexity enhances risk assessment beyond linear duration models.
The series also addresses real-world challenges like asymmetric yield impacts and term structure shifts. Ideal for those modeling fixed income instruments or managing interest rate risk across portfolios.
Viewers are guided through Excel-based examples to calculate convexity, and are introduced to how convexity enhances risk assessment beyond linear duration models.
The series also addresses real-world challenges like asymmetric yield impacts and term structure shifts. Ideal for those modeling fixed income instruments or managing interest rate risk across portfolios.
What's included?
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5 videos
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Understand bond risk beyond duration—master convexity, optionality, and real-world rate sensitivity.
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Insights from a #1 ranked data-driven analyst
Who should watch this playlist?
This playlist is designed for finance students, investment analysts, portfolio managers, and CFA candidates seeking to enhance their understanding of fixed income risk metrics. It’s especially useful for those working with bond models, yield curve strategies, or credit-sensitive instruments where standard duration measures fall short.
Why TheInvestmentAnalyst.com?
We are the only training house that is able to bring top-ranked analyst experience into your classroom. We buck the trend. Most training businesses recruit junior ex-bankers to become their trainer. Our instructors cut their teeth teaching and then gain senior experience with investment banks.
We believe, you could not be in better hands.
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Geoff Robinson
FCA FMVA MFM
Thought leader, instructor, writer, financial influencer, Former UBS Managing Director and 8x #1 ranked analysts EMEA Institutional Investor Survey
ABOUT Geoff
Geoff has had a varied career. He was a Managing Director within UBS Equity Research, leading their Global Fundamental Analytics franchise. During this time, he was #1, ranked 10x in the EMEA Institutional Investor Survey. Before UBS, he was a material equity investor and LBO co-investor in two market exited training consultancies. Geoff has a passion for learning and is well-known for his ability to break down complex subject matter and distil it to an audience in a digestible and engaging manner. He brings this passion to TheInvestmentAnalyst.com.