Episodes

Wednesday Feb 17, 2021
U.S. Fixed Income: As Yields Rise, Are We Headed for a Convexity Event?
Wednesday Feb 17, 2021
Wednesday Feb 17, 2021
In this conversation, J.P. Morgan Research analysts Matt Jozoff, Josh Younger and Nick Maciunas discuss the risk that rising rates trigger a mortgage convexity event which could accelerate a sell-off on bonds.
This podcast was recorded on February 12, 2021.
This communication is provided for information purposes only. Institutional clients can view the related report at www.jpmm.com/research/content/GPS-3647898-0 for more information; please visit www.jpmm.com/research/disclosures for important disclosures. A version of this podcast was previously disseminated to institutional clients with the title “As yields rise, are we headed for a convexity event?, February 12, 2021.” © 2021 JPMorgan Chase & Co. All rights reserved.