• Steve H. Hanke
    05/04/2016 - 08:00
    Authored by Steve H. Hanke of The Johns Hopkins University. Follow him on Twitter @Steve_Hanke. A few weeks ago, the Monetary Authority of Singapore (MAS) sprang a surprise. It announced that a...

Guest Post: Equity Duration Immunization And Mismatch

Tyler Durden's picture




 
0
Your rating: None
 

- advertisements -

Comment viewing options

Select your preferred way to display the comments and click "Save settings" to activate your changes.
Fri, 11/13/2009 - 21:02 | 130214 Racer
Racer's picture

Just like a goalie who would cover only one side of the net and leave the other half wide open for the opponent to score in…..

 

Goalpost depiction below

|XXXXXXgoalie|

Where X = Fed

 

edit: sorry I missed the half way mark...

|XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXgoalie|

Fri, 11/13/2009 - 18:41 | 130220 Anonymous
Anonymous's picture

37 year duration and a S&P dividend yield at 2% - if rates go up 3 percent is that over a 50% drop in price?

Wed, 12/15/2010 - 06:32 | 807456 Karston1234
Karston1234's picture

It is extremely helpful for me.
campus based colleges | high schools

Fri, 11/13/2009 - 19:18 | 130269 Anonymous
Anonymous's picture

Duration needs to be be defined in this context. Holding period - I think not.

Fri, 11/13/2009 - 21:16 | 130369 Orly
Orly's picture

Ja, mohn.  Buy und holdt.

Finest strategery ever invented.

 

/:

Wed, 12/15/2010 - 06:29 | 807454 Karston1234
Karston1234's picture

We are very critical of risk management these days. It would seem to us that bets are again over-concentrated.Risk premiums have seen large decline and it is if nothing ever happened..colleges | online colleges | distance learning colleges

Thu, 07/01/2010 - 11:04 | 446445 mbtshoe
mbtshoe's picture

Welcome to visit http://www.christianlouboutinsandalssale.com. So cute and how stylish they are! The peep toe shoes are various styles such as peep toe pumps. These peep toe high heels can make you crazy which are so sexy! For example, red peep toe pumps are so charming! The black peep toe pumps are so calssical! White peep toe pumps are so pure! The wedge peep toe shoes can bring you different comfortable feeling! We offer many series of sandals high heels such as Alexander McQueen Shoes, manolo blahniks, manolo blahnik wedding shoes and christian louboutin slingbacks. The peep toe slingback are hot sale this summer! Welcome to shop or buy fashionable sandals high heels shoes!

Thu, 11/04/2010 - 21:08 | 701606 rocky89
rocky89's picture

is a great place to hublot big bang to start on any ship. It's far replica gucci jewellery far from the pool-deck action, isn't a louis vuitton monogram vernis a connect point between major public rooms miumiu bags rooms and often comes with deck furniture gucci mens wallets furniture for reading or napping. Some promenade carrera watches promenade decks wrap around the entire ship rolex oyster perpetual datejust ship and are great for walking. For chopard replica watches For example, on Disney ships and Royal chopard watches Royal Caribbean's Oasis of the Seas, the gucci bags cheap the promenade decks double as jogging tracks tag aquaracer tracks with incredible views -- try them tag heuer carrera them instead of a busy gym.Let the burberry watches the experts direct you: Concierges, private glashütte original private

Wed, 01/19/2011 - 07:00 | 886635 sidkof
sidkof's picture

Rapid growth of assets and liability portfolios to the risk of significant mismatch ... Necessary to implement a strategy of partial immunization duration specified risk limits .... Does not require the reduction of mensagens para orkut equity exposure

Sun, 05/22/2011 - 15:20 | 1300318 Adam33
Adam33's picture

I have to admit that I am so happy that I have found this your post because I have been searching for some information about the immunization and mismatch almost three hours. You helped me a lot indeed and reading this your article I have found many new and useful information about this subject. Well, I will definitely bookmark your website and wait for other useful and informative posts like this one in the future. Regards, Adam L. from no faxing payday loans savings account

Do NOT follow this link or you will be banned from the site!