Markets closed lower on Friday, but were up strongly for the week. The S&P 500 was up 1.38 percent, the Russell 2000 was up 1.04 percent, the MSCI ACWI ex US was up 0.23 percent and the Barclays Aggregate bond index was up 0.18 percent last week. Please note that I’ve made an index change from the MSCI EAFE to the MSCI ACWI ex US index starting today. The reason… Read More
Stock markets fell and bonds rose sharply yesterday as the Federal Reserve continued to pull back on their quantitative easing program and tensions about emerging markets ramped up. The yield on the 10-year Treasury dropped eight basis points to 2.69 percent, falling all the way from 3.0 percent at the start of the year. Even though January isn’t even over, the Barclays US Aggregate bond index has regained almost three-quarters… Read More
ALM Insights is focused on banks and other institutions that use their portfolio to manage risk on both sides of their balance sheet. It takes an in-depth look at securities investment strategies, balance sheet and asset/liability strategies, regulatory topics and general economic information. To view this issue, click the image below. In This Issue: 2013 Bond Performance Review Economic Analysis – Taper Time ALM Model Year End Checkup
ALM Insights is focused on banks and other institutions that use their portfolio to manage risk on both sides of their balance sheet. It takes an in-depth look at securities investment strategies, balance sheet and asset/liability strategies, regulatory topics and general economic information. To view this issue, click the image below. In This Issue: Liquidity as a Risk Factor Bond of the Day – Mortgage Backed Securities Economic Update –… Read More
ALM Insights is focused on banks and other institutions that use their portfolio to manage risk on both sides of their balance sheet. It takes an in-depth look at securities investment strategies, balance sheet and asset/liability strategies, regulatory topics and general economic information. To view this issue, click the image below. In This Issue: The Risk of Concentration Economic Update – We Want More, We Want More Unruly Interest Rates
ALM Insights is focused on banks and other institutions that use their portfolio to manage risk on both sides of their balance sheet. It takes an in-depth look at securities investment strategies, balance sheet and asset/liability strategies, regulatory topics and general economic information. To view this issue, click the image below. In This Issue: The Role of Portfolio Construction Bond of the Day – Credit Securities Economic Update – The… Read More
ALM Insights is focused on banks and other institutions that use their portfolio to manage risk on both sides of their balance sheet. It takes an in-depth look at securities investment strategies, balance sheet and asset/liability strategies, regulatory topics and general economic information. To view this issue, click the image below. In This Issue: Value in Issuing Callable CDs Dodd Frank – Credit Guidelines Economic Update – Enough Already! Basel… Read More
