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by mudster
January 16th, 2003, 3:06 pm
Forum: Student Forum
Topic: Delta Risk DV01 - in relation to Int Rate Swaps
Replies: 2
Views: 189895

Delta Risk DV01 - in relation to Int Rate Swaps

<t>Dear WhoeverTwo queries:1. DV01 risk of a portfolio (IR) is calculated in my bank by parallel shift in curve by 1bp, but is the shift up or down? Or is it shifted both ways - & the worse outcome is taken as the risk?2. What is meant by Long Delta? Does this mean that the DV01 of portfolio is ...