BAS September 2022 Presentations

Internal Use Only

Current U.S. Treasury Yield Curve

4%

9/7/2022

3%

2%

1%

1 Mo 3 Mo 6 Mo 1 Yr

2 Yr

3 Yr

5 Yr

10 Yr

20 Yr

30 Yr

11

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

12