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
Duration Risk is used here to describe sensitivity to rate changes. In the daily board, the word is grouped by the role it performs rather than by spelling or market popularity.
You may encounter it in a product interface, technical document, risk report, policy paper, or market dashboard. The term is included for recognition and comparison, not as a product recommendation.
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.