Market Notes

Borrow Short, Lend Long: The Simple Math Behind Every Bank — and the Trade That Broke SVB

· 5 min read · by Dr. Ellis Grant, Nova Ventures Research

Every bank runs the same simple play: borrow short from depositors, lend long to borrowers, and pocket the spread. A weekend look at net interest margin, why the yield curve is really a bank's P&L in disguise, and the duration mismatch that took down Silicon Valley Bank.

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