Bank Analysis School eBook

Learning Objectives

1 – Impact on Other Components

2 – Investment Types and Terminology

3 – Yield Curve and Credit Risk Premium

4 – Interest Rate Risk

The Yield Curve is a Picture of Bond Yields

U.S. Treasury Yield Curve (Risk Free Rate)

1% 2% 3% 4% 5% 6%

10/21/2024

1 Mo 3 Mo 6 Mo 1 Yr

2 Yr

3 Yr

5 Yr

10 Yr

20 Yr

30 Yr