Modified duration
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Provided by Ministerie van Binnenlandse Zaken en Koninkrijksrelaties
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Dataset information
Country of origin
Updated
Created
Available languages
Dutch
Keywords
Modified duration, Vastrentende waarden, Beleggingen risico fonds
Datasource
Quality scoring
175
Dataset description
From 2007 onwards, this table shows the modified duration of the fixed income values of pension funds. The modified duration reflects the change in the value of fixed income as a result of a parallel change in the interest rate term structure by 1 percentage point.
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