Silicon Valley Bank had $21bn in available for sale securities. The portfolio consisted of US Treasuries and Agency securities. The weighted average duration of the portfolio is 3.6 years. That would suggest a weighted average maturity of 4yrs for US Treasuries and a higher maturity for agencies of around 6yrs (taking into consideration higher coupons and prepayments). I am making some assumptions to help in my thinking here.
When looking at corporate bonds, credit ratings play an important role in the decision making process of investors.
Credit ratings help investors understand the credit risk of a company. This is especially important for people investing in debt issued by companies. The rating spectrum below is based on all the ratings on debt with a maturity greater than 1 year issued by Mauritian institutions.
Putting the Bank of Mauritius Monetary Policy Framework and recent Key Rate changes into perspective.