Tag
duration risk
13 articles
$1 Trillion Liquidity Surge in 90 Days Compresses Spreads, Extends Duration Risk
Record capital influx forces portfolio managers to reassess yield curves and hedge positioning as spread compression narrows carry opportunities.
Fed's Inflation Fight Demands Market Pain, NewEdge CIO Says
Cameron Dawson argues the Fed faces an impossible choice: tighten financial conditions without triggering the stock and credit volatility that rate suppression requires.
Mortgage Rates Hold at 7% as Duration Risk Persists in MBS
Unchanged borrowing costs keep prepayment speeds depressed, limiting spread compression opportunities in mortgage-backed securities.
French 30-Year Yield Hits Multi-Year High as Euro Zone Spread Widens
France's long-end borrowing costs surged Wednesday as fiscal concerns widened the spread over German bunds, while oil's fourth straight gain kept inflation pressure on duration-heavy portfolios.
BlackRock Projects 11.6% Earnings Growth — and Cuts Government Bond Exposure
The firm's five-year assumptions target U.S. corporate profit growth seen in only 15 percent of historical periods, paired with a strategic underweight to developed market sovereign debt.
Fed Holds at 3.50%-3.75% as September Hike Odds Rise
Core PCE climbed to 3.3 percent by June as WTI crude swung from $57 to $113 — futures now price a hike as early as September.
5% 10-Year Yield Reprices Cash-Negative AI Firms as Bond Market Shifts
A sustained 5 percent 10-year Treasury yield raises the cost of capital for speculative AI companies, echoing past rate cycles that crippled highly leveraged sectors.
2s10s Curve Inversion Deepens to 68 Basis Points as Steepening Bets Fail
Persistent inversion between two-year and 10-year Treasuries challenges fixed-income assumptions as Fed easing expectations fade
Intermediary Costs Keep Yield Curve Inverted as Duration Risk Climbs
Structural markups from financial and supply chain intermediaries keep inflation elevated, forcing the Fed to maintain restrictive policy
Fed Policy Uncertainty Deepens Yield Curve Inversion as Market Weighs Hawkish Futures
As Wall Street speculates on potential Federal Reserve policy shifts, the U.S. Treasury market reflects growing duration risk and concerns over a prolonged period of restrictive rates, pushing short-term yields higher.
Aluminum Supply Hole Forecast Fuels Inflationary Pressures, Duration Risk Rises
JPMorgan's assessment of a significant aluminum supply deficit signals potential for sustained commodity-driven inflation, forcing a re-evaluation of central bank policy and duration exposure across fixed income portfolios.
Energy Price Surge Ignites Inflation Worries, Pushing Yield Curve Steeper
Climbing gasoline and airfares signal persistent inflation pressures, forcing bond markets to reprice rate cut expectations and increasing duration risk across fixed income portfolios
Israel's Death Penalty Bill Ignites Geopolitical Risk Premium
The controversial Israeli legislation on capital punishment for terror acts intensifies Middle Eastern geopolitical instability, forcing a re-evaluation of global risk appetite and challenging central bank disinflationary efforts.