Matching Strategy

An immunization strategy in which one matches the duration of assets in a portfolio to the duration of the liabilities. Duration is the number of years until the investor receives the present value of all income from a bond (including interest and principal), and is used to gauge a bond's sensitivity to interest rate changes. A matching strategy is intended to reduce the portfolio's sensitivity to interest rates in order to reduce the risk of loss to the holder.

单词	matching strategy
释义	Matching Strategy Matching Strategy An immunization strategy in which one matches the duration of assets in a portfolio to the duration of the liabilities. Duration is the number of years until the investor receives the present value of all income from a bond (including interest and principal), and is used to gauge a bond's sensitivity to interest rate changes. A matching strategy is intended to reduce the portfolio's sensitivity to interest rates in order to reduce the risk of loss to the holder.
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