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I'd say it was a duration mismatch.

Remember my point was it was a 1-2 punch.

1) their duration mismatch their long term assets lost value, this isn't a problem if you can hold to maturity as you'll get all your money back.

2) people flocked to the bank to pull money out as tech went down, their deposits really fell as those companies needed the cash to fund operations and layoffs.

When the demand deposits were required back before the duration of their assets this required them to sell when the assets were already marked down.

Does this make my point clearer?



Bonds carry risk. The value declined, thus they don’t have the money.

If the bond issuer defaults then they wouldn’t receive money back on any timeline. Thus calling it a duration mismatch is misleading.

More accurately, they took on a level of duration and credit risk, and it didn’t pay off.


I think you are misunderstanding what happened.

Their portfolio only had an unrealized loss, if they held they would have been whole. They were forced to sell long duration assets before they matured.

This is the very definition of a duration mismatch. Short duration money got called back while the long duration money was below par. if they could hold the long duration to maturity they would be whole with no losses.

  Not sure what I'm failing to explain.  
Can you better explain why you disagree?




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