CMS Sept 2022
Internal Use Only
Expected Price
$10,000,000
$7,064,181 $8,000,708
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Internal Use Only
Market Risk
• Chasing yield by going out on the yield curve increases the market risk to the individual investment and overall portfolio
• Proper risk management of the portfolio involves understanding this relationship, understanding the current position of the portfolio, understanding the earnings needs of the bank, and balancing the risk with the overall structure of the portfolio
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