Is the Bond Market Putting Warsh in a Corner?
For advisors with bond exposure in client portfolios, the episode frames how Fed communication, inflation and labor data can feed into duration and volatility risk.
Summary
By the bonds & fixed income deskThis episode of Basis Points looks at the surge in long-term Treasury yields after the July FOMC meeting and the questions it raised about the Fed’s policy reaction function. It examines whether persistent inflation and resilient labor data could leave Chair Warsh boxed into a rate hike, and what heightened duration and volatility risks mean for bond investors.
- Long-term Treasury yields have surged following the July FOMC meeting.
- Limited forward guidance raised questions about the Fed’s policy reaction function.
- The episode examines whether persistent inflation and resilient labor data could leave Chair Warsh boxed into a rate hike.
- It discusses what heightened duration and volatility risks mean for bond investors.
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