U.S. Fixed Income: As Yields Rise, Are We Headed for a Convexity Event?

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.