US Rates: Implied PCA and Yield Curve Regime Shifts

Srini Ramaswamy and Ipek Ozil discuss implied PCA framework – a new forward-looking PCA framework that can be useful in identifying potential Fed regime shifts, and more. This podcast was recorded on 13 December 2022. This communication is provided for information purposes only. Institutional clients can view the related report at www.jpmm.com/research/content/GPS-4267726-0 for more information; please visit www.jpmm.com/research/disclosures for important disclosures. © 2022 JPMorgan Chase & Co. All rights reserved.