{"id":1142,"date":"2013-06-28T12:50:22","date_gmt":"2013-06-28T12:50:22","guid":{"rendered":"http:\/\/socialscienceslibrarian.wordpress.com\/?p=1142"},"modified":"2024-11-26T17:50:55","modified_gmt":"2024-11-26T17:50:55","slug":"stocks-sensitive-to-interest-rate-shocks","status":"publish","type":"post","link":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/2013\/06\/28\/stocks-sensitive-to-interest-rate-shocks\/","title":{"rendered":"Bloomberg: Stocks sensitive to interest rate shocks"},"content":{"rendered":"<p>The Fed is roiling global markets with its retreat from providing more liquidity. Scan for stocks sensitive to interest rate changes using PORT, Bloomberg&#8217;s multi-factor stress testing analytics platform.<\/p>\n<p>The case study\u00a0on Bloomberg terminakls &#8211; FFM &lt;Go&gt; &#8211; exams a 100-basis-point interest rate shock to the S&amp;P 500 Index via SPDR S&amp;P 500 ETF Trust. The Bloomberg multi-factor risk model then consider every stock&#8217;s correlation with the interest rate shift.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The Fed is roiling global markets with its retreat from providing more liquidity. Scan for stocks sensitive to interest rate changes using PORT, Bloomberg&#8217;s multi-factor stress testing analytics platform. The case study\u00a0on Bloomberg terminakls &#8211; FFM &lt;Go&gt; &#8211; exams a 100-basis-point interest rate shock to the S&amp;P 500 Index via SPDR S&amp;P 500 ETF Trust. [&hellip;]<\/p>\n","protected":false},"author":89,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[5,7,10],"tags":[235,237],"class_list":["post-1142","post","type-post","status-publish","format-standard","hentry","category-economics","category-finance","category-management","tag-economics","tag-finance"],"_links":{"self":[{"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/posts\/1142","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/users\/89"}],"replies":[{"embeddable":true,"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/comments?post=1142"}],"version-history":[{"count":2,"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/posts\/1142\/revisions"}],"predecessor-version":[{"id":1412,"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/posts\/1142\/revisions\/1412"}],"wp:attachment":[{"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/media?parent=1142"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/categories?post=1142"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/staffblogs.le.ac.uk\/socscilibrarians\/wp-json\/wp\/v2\/tags?post=1142"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}