Analysis
Duration Stress Review
A scenario walk-through of how parallel and twist moves on the yield curve would affect the duration profile you specify.
Purpose
When policy weeks or global rate shocks approach, duration profiles need a sober stress narrative. We build parallel and twist scenarios on the curve segments you name and discuss where mark-to-market and roll-down may diverge.
Working method
Bring a tenor ladder or summary exposure (not necessarily CUSIP-level detail). We prepare the scenario sheet in advance, run the half-day session at our Bangkok office when possible, and leave you with annotated assumptions your risk team can challenge.
Boundaries
We do not certify regulatory capital models. The review is interpretive market analysis for decision support inside your existing governance.