Independent Banker - October 2019 - 34
PORTFOLIO
Portfolio Management
By Jim Reber, ICBA Securities
Tug of war
Rate volatility can work to your community
bank's advantage.
hew. In just the nine months between
November 2018 and July 2019, the bond
market witnessed these events:
Q Both a hike (Dec. 19) and a cut (July 31) to
overnight benchmark rates
Q An inversion of the yield curve between one
and 10 years
Q A dramatic drop in expectations via the Fed
funds futures market
32 Q ICBA Independent Banker Q October 2019
W
Q Fast wordsmithing from the Federal Reserve
about its posture and strategies
The net result: rates down, prices up, durations
down and cash fl ows up. The average community
bank's bond portfolio now has an unrealized gain
for the fi rst time in four years. Attendant to that
is a drop in duration, which should please no one
but your regulators, unless you include your community
bank's treasury function, which may be
hustling to match still-robust loan demand with
the ever-dwindling stock of core deposits.
Jim Reber, CPA,
CFA (jreber@
icbasecurities.com),
is president and CEO
of ICBA Securities,
ICBA's institutional,
fixed-income
broker-dealer for
community banks
Independent Banker - October 2019
Table of Contents for the Digital Edition of Independent Banker - October 2019
Table of Contents
Independent Banker - October 2019 - Intro
Independent Banker - October 2019 - Cover1
Independent Banker - October 2019 - Cover2
Independent Banker - October 2019 - Table of Contents
Independent Banker - October 2019 - 2
Independent Banker - October 2019 - 3
Independent Banker - October 2019 - 4
Independent Banker - October 2019 - 5
Independent Banker - October 2019 - 6
Independent Banker - October 2019 - 7
Independent Banker - October 2019 - 8
Independent Banker - October 2019 - 9
Independent Banker - October 2019 - 10
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Independent Banker - October 2019 - 33
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Independent Banker - October 2019 - Cover3
Independent Banker - October 2019 - Cover4
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