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Dataset

Modified duration

Permanent linkCopied
State Available
Data owner De Nederlandsche Bank
Updated 04/11/2022 - 00:00
License CC-BY (4.0)
Thema
  • Financial supervision
Publicity level Public
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In deze tabel worden vanaf het jaar 2007 de modified duration van de vastrentende waarden van pensioenfondsen getoond. De modified duration geeft de waardeverandering van de vastrentende waarden weer als gevolg van een parallelle verandering van de rentetermijnstructuur met 1 procentpunt.

Beleggingen risico fonds Modified duration Vastrentende waarden

Owner

Owner information

Data owner:
De Nederlandsche Bank

Contact point

Department:
info@dnb.nl
Email address:
info@dnb.nl

Publication & catalogues

Data publisher:
De Nederlandsche Bank
Source Catalog:
https://www.dnb.nl

Reuse

Access rights:
Public
Status dataset:
Available

Licence & conditions

License:
CC-BY (4.0)

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Metadata

Version control

Version:
1.0

Version notes

Frequency of changes:
Quarterly

Language settings

Data language

  • Dutch

Metadata language

  • Dutch

Identifiers

Primary identifier

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Downloads

Modified duration

JSON CC-BY (4.0)

In deze tabel worden vanaf het jaar 2007 de modified duration van de vastrentende waarden van pensioenfondsen getoond. De modified duration geeft de waardeverandering van de vastrentende waarden weer als gevolg van een parallelle verandering van de rentetermijnstructuur met 1 procentpunt.