Duration

Macaulay durationmodified duration

A measure of price sensitivity to interest-rate changes, expressed in years.

For fiat-backed stables, the duration of the reserve portfolio matters: longer-duration T-bills earn more but mark-to-market lower if rates spike, which can produce reserve shortfalls in a rising-rate / redemption-spike regime. Most major issuers cap reserve duration at 90 days to neutralise this.

Related terms