1bp OAS widen × duration → price impact; spread-DV01 = OAS-duration × position-value
| source | Fabozzi Fixed Income Analytics |
| derivation | published_source |
| quality | published |
| set | 2026-05-25 |
| last reviewed | 2026-05-25 |
| next review due | 2026-06-30 |
Used in spread-stress scenarios (BofA 100bp widen, etc.).