Bank Analysis School September 2023 - Presentations & Resources

Internal Use Only

Which led to enormous depreciation in 2022…

Sensitivity to Market Risk and Management components were downgraded.

Internal Use Only

Management was Reaching for Yield since Risk Free Rates were Extremely Low

6.0%

5.0%

4.0%

3.0%

4/30/2021

Yield

1.65%

2.0%

4/30/2020

0.64%

1.0%

1m 2m 3m 6m 1y

2y

3y

5y

7y

10y

20y

30y

Maturity