Tag
#interest rate risk
Articles tagged with "interest rate risk"
Rates & Macro
Yield on Earning Assets: What It Is and How to Calculate It
In Q4 2022, the average yield on earning assets across U.S. community banks sat around 4.3%. By Q4 2023 it had climbed to roughly …
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Rates & Macro
Interest Rate Risk and Duration in Banks Explained
At the end of 2022, U.S. banks were sitting on roughly $620 billion in unrealized losses on their securities portfolios, the product of buying …
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Rates & Macro
Unrealized Losses on Bank Securities (AFS & HTM)
At year-end 2025, U.S. banks were still carrying about $306 billion of unrealized losses on investment securities ($99 billion available-for-sale, $207 billion held-to-maturity), well …
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