Fixed Income Management

Investment Process Overview: Market Analysis -
Duration Position

Our Bond Market Analysis Model helps us assess the future direction of long-term interest rates

• It evaluates the fundamental value of long-term Treasury Bonds based on:

• Economic factors
• Monetary policy
• Financial market conditions

• The portfolio’s duration is held within ±15% of the benchmark’s

  

The duration decision is based on a quantitative evaluation of key interest rate determinants.