Equity Duration & Rate Sensitivity

Goal: measure equity duration & rates sensitivity for {TICKER}/{PORTFOLIO}. Perplexity: summarize arguments on duration for growth vs value and current rate path. Bloomberg: HP<GO> for yield curve points; YAS<GO> for bond DV01; RV<GO> and FA<GO> to proxy duration via cash‑flow timing; run scenario paths (±50bp) and note price elasticity. Deliverable: rates‑shock P&L table and hedge ideas.

Author: Tsubasa Kato

Model: GPT-5 Thinking

Category: Market Analysis

Tags: rates;duration;equities;perplexity;bloomberg

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