Fixed Income Yield Curve Stress Test
US Treasury Benchmark
LIVE D3 RENDER
Bond Capital Price Shift
-9.375%
Δ Price ≈ −Duration × ΔYield
Portfolio Net Capital Impact
-$5,625
Weighted on $100k exposure
Estimated 30Y Mortgage
7.25%
+225 bps benchmark spread
Real 10Y Treasury Yield
+2.20%
TIPS parity / 2.8% inflation
Simulated Curve (Current 10Y: 5.00%)
2007 Pre-Crisis Peak (5.00%)
Baseline Curve (3.75% 10Y)
Historical Benchmark:
July 2007 (First time above 5.0% in 16+ years)
Borrowing Rate Pressure:
Auto Loans ≈ 8.1% | Corporate BBB ≈ 6.6%
Federal Reserve Policy Posture:
"Higher for longer" regime repricing
Scenario Shock Controls
Direct Input
5.00%
3.0% (Low)
5.0% (2007 High)
6.5% (Severe)
7.5 yrs
1 yr (Ultra-Short)
7.5 yrs (Aggregate Index)
15 yrs (Long Treasuries)
60%
10% (Defensive)
60% (Model Baseline)
100% (Full Impact)
$100,000
$25k
$100k (Representative)
$1,000k
2.8%
1.0%
2.8% (Current Model)
6.0%