more elaborate risk management is necessary when dealing with nonparallel shifts.

specific maturities along the yield curve shift, providing much more information on interest rate risk if the yield curve is not shifting in a parallel fashion. KRD is much more useful in the management of risks from non-parallel shifts in the yield curve.
c. Comparison
To be different, Effective Duration takes all shifts of the yield curve in general, while Key Rate Duration removes maturity-specific shifts. In summation of these two, Effective Duration is generally applied in the interest risk assessment but requires KRD when specific and more elaborate risk management is necessary when dealing with nonparallel shifts.