SPDR® Barclays Mortgage Backed Bond ETF
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Financials How to measure your portfolio’s interest rate risk with convexity
Portfolio durations differ from key rate durations, as even though the durations of two portfolios may match, both portfolios may differ in the maturity profiles of the bonds they comprise, which will result in differing key rate durations.Macroeconomic Analysis Markets Are Confident on Fed Balance Sheet Trimming Announcement
In its efforts to revive the US economy from the Great Recession, the US Fed started purchasing US government-backed securities in 2008.Macroeconomic Analysis Could the Fed Announce Balance Sheet Shrinking in September?
The Fed, in its efforts to normalize policy, announced that it is starting the balance sheet unwinding program soon.Macroeconomic Analysis Inside the Fed’s Balance Sheet (The Biggest in the World)
The Fed has started the rate normalization process only recently and has a long way to go before the rates come back to pre-Lehman-collapse levels.