Duration Stress Review
A half-day walkthrough of how your bond portfolio behaves when the curve twists, steepens, or bear-flattens from today’s shape.
Purpose
Map how your existing holdings respond when the curve does something other than a parallel shift — the moves that usually surprise ALM committees.
What we need from you
A holdings extract with modified duration by bucket, any inflation-linked share, and stated risk limits. We work from your figures; we do not rebuild your risk system.
Outcome
A concise stress pack: three curve scenarios, estimated P&L colour by bucket, and talking points for your next risk meeting.