BAS September 2022 Presentations

Internal Use Only

Learning Objectives

1 – Impact on Other Components

2 – Investment Types and Terminology

3 – Yield Curve

4 – Credit Risk

5 – Interest Rate Risk

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Internal Use Only

Banks Invest in Bonds

Securities Mix (Percent of Total Securities)

30%

28%

22%

2%

0%

U.S. Treas./ Agencies

Municipals

MBS/CMOs/ ABS

Corporates

Other

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