Thread by @trendwhizo

🚨Worth studying: 👇
"The Anatomy of the Bond Market Turbulence of 1994" - Bank for International Settlements

link in thread below. 🧵

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

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Link to the paper from Bank of International Settlements

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

bis.org/publ/work32.pdf

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📉@FortuneMagazine's coverage in 2013 for the 1994 Great Bond Massacre.

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

fortune.com/2013/02/03/the…

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🚨Financial Times: @FT's coverage on "Markets: The ghosts of 94"...alluding to the bond market crash.

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

ft.com/content/32cca7…

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📰@washingtonpost's Dec 1994 article on
"The Bond bust of '94"

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

washingtonpost.com/archive/busine…

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🚨 Journal of Macroeconomics
"Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994" -- Willem Thorbecke, Asian Development Bank Institute

#rates #bonds #banks #riskparity #assetsallocation #risk #riskmanagement #highyield #fed #FederalReserve

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🚨 Journal of Macroeconomics
"Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994" -- Willem Thorbecke

#rates #bonds #riskparity #assetsallocation #risk #highyield #fed #FederalReserve

SSRN link: papers.ssrn.com/sol3/papers.cf…

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@SteveForbesCEO of @Forbes suggested a year ago to avoid bonds (Corp or Govt) on account of #inflation...in this video 👇