BAS September 2022 Presentations

Internal Use Only

Bank Analysis School Interest Rate Risk

1

Internal Use Only

Interest Rates are Rising

0.5% 1.0% 1.5% 2.0% 2.5% 3.0% 3.5% 4.0%

3.33%

9/7/2022

9/7/2020 9/7/2021

1.38%

Yield

0.72%

1m 2m 3m 6m 1y

2y

3y

5y

7y

10y

20y

30y

Maturity

2