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Kindly list the differences between Longevity risk and duration risk.

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Question ajoutée par Adeel Ashraf , Senior Risk Management Specialist (S.V.P Eq) , Islamic Development Bank
Date de publication: 2013/09/18
taha elrouby
par 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
par 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.