Silicon Valley Bank Failure – Lessons in Interest Rate Risk Management
South State Correspondent
MARCH 13, 2023
On the liability side of SVB’s $173B in deposits at the end of 2022, approximately 97% were uninsured and above the $250k in FDIC protection threshold. in adjustment (9.2%) for interest rate risk movement. The longer the duration in the investment portfolio, the shorter the duration should be on the lending portfolio.
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