Glossary
Duration Risk
Duration risk is the sensitivity of a fixed-income asset's value to changes in interest rates over time.
Plain-English meaning
In this game, Duration Risk is used as a vocabulary card for recognizing how market and technology concepts fit together. The short idea is: sensitivity to rate changes.
The term is not shown as a recommendation. It is included so players can learn the language they may see in exchange interfaces, wallet prompts, research notes, AI product pages, or on-chain analytics dashboards.
Why it belongs with Tokenized Collateral Yield
These concepts describe how tokenized assets can be tracked, constrained, or used as collateral without recommending any strategy.
When solving the puzzle, compare the job this term performs with nearby cards. A correct group usually shares a function, risk type, workflow, or market structure rather than simply sharing similar wording.
Where you might see it
You might encounter this term while reading educational explainers, product documentation, risk disclosures, market dashboards, or beginner guides. Always separate vocabulary learning from financial decision-making.