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متابعة

Kindly list the differences between Longevity risk and duration risk.

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تم إضافة السؤال من قبل Adeel Ashraf , Senior Risk Management Specialist (S.V.P Eq) , Islamic Development Bank
تاريخ النشر: 2013/09/18
taha elrouby
من قبل taha elrouby , محاسب , سما للمقاولات

The greater the duration increased volatility in the interest rate risks of its market and increased inflation risks

Arvind Ronad
من قبل Arvind Ronad , Dy General Manager , Syndicate Bank

Longevity is the measure of risk an Insurance Co/Pension Fund is exposed to due to increase in life expectancy; where as "duration" is the measure of sensitivity of an asset/liability to market interest rate.