Briefings
Week InReview: June 28, 2019
- By: admin
- On: 06/28/2019 10:38:44
- In: 2019 Briefings
Duration worries.
"... just look at the math. The Macaulay duration on a Bloomberg Barclays sovereign-debt index is near a record high of 8.32 years, meaning just a one-percentage-point increase in yields would equate to more than a $2.4 trillion loss."
— Trillion-dollar monster lurks as bonds price out duration risk
"... just look at the math. The Macaulay duration on a Bloomberg Barclays sovereign-debt index is near a record high of 8.32 years, meaning just a one-percentage-point increase in yields would equate to more than a $2.4 trillion loss."
— Trillion-dollar monster lurks as bonds price out duration risk
Read entire Week InReview: June 28, 2019