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Tag Archives: Interest Rate Risk
GARP Presentation on Interest Rate Risk and the Treasury
Last week, I gave a talk to the Denver Chapter of the Global Association of Risk Professionals (“GARP”) on the topic of “Interest Rate Risk and the U.S. Treasury.” Click Here to see the slides in a new window (the slide … Continue reading
Posted in Bonds, Economics
Tagged Federal Reserve, GARP, Interest Rate Risk, Marketable Debt, Talks, Treasury Debt, U.S. Treasury, Weighted Average Maturity
2 Comments
Upcoming Talk on the Interest Rate Risk of the U.S. Treasury
I will be giving a talk on “Interest Rate Risk and the U.S. Treasury” to the Denver Chapter of the Global Association of Risk Professionals (“GARP”) on Thursday, July 19, 2012. Here is an abstract: The U.S. Treasury now … Continue reading
My Comment to the Treasury on Floating Rate Notes
As I noted here, the U.S. Treasury is considering the sale of floating rate notes (“FRNs”) to help meet its funding needs. The Treasury recently requested comments from the public on this topic. I submitted this comment: One of the reasons … Continue reading
Posted in Bonds, Economics
Tagged Floating Rate Debt, FRNs, Interest Rate Risk, Seeking Alpha, Treasury Debt, Treasury Floaters, Weighted Average Maturity
2 Comments
Treasury Floaters: An Update
In an earlier post, I drew attention to my Seeking Alpha article about the possible issuance of floatingrate notes by the U.S. Treasury. I pointed out that while one of the given rationales for floaters would be to lengthen the average … Continue reading
Posted in Bonds, Economics
Tagged Floating Rate Debt, FRNs, Interest Rate Risk, Seeking Alpha, Treasury Debt, Treasury Floaters
1 Comment
Seeking Alpha Article on Treasury Floaters
Seeking Alpha has published my article Treasury Floaters Muddy the Waters. It discusses the possibility that the U.S. Treasury will begin to sell floatingrate debt alongside its traditional fixedrate bills, notes and bonds. The Treasury might employ floaters as part of … Continue reading
Posted in Bonds, Economics
Tagged Floating Rate Debt, FRNs, Interest Rate Risk, Seeking Alpha, Treasury Debt, Treasury Floaters, Weighted Average Maturity
6 Comments