The Duration Trap - Navigating Hidden Risks in 'Risk Free' Investments скачать в хорошем качестве

The Duration Trap - Navigating Hidden Risks in 'Risk Free' Investments

SVB's collapse in March 2023 demonstrates how even the 16th largest US bank can fall victim to duration risk mismanagement. Their portfolio of long-duration Treasury bonds, purchased during historically low interest rates, saw mark-to-market values plummet to 80% or less of par value when rates increased rapidly. Surprisingly, SVB failed to put in place a robust hedging strategy to manage duration risk when there was a depositor run on the bank. Attendees of this Webinar discovered how their institution can: Identify and measure duration risk in your bond portfolio Implement effective hedging strategies during interest rate volatility Understand the critical accounting implications that could save your balance sheet Learn from real-world case studies of institutions that successfully navigated recent market turbulence