Скачать или смотреть Cathie Wood Exposes the $8.5T Bank Risk Wall — Are Deposits Really Safe?

In today’s rapidly evolving interest-rate regime, hidden structural risks are quietly reshaping the banking system — and most investors aren’t paying attention. Inspired by the long-term, innovation-focused analytical framework often associated with Cathie Wood, this breakdown explores how trillions in unrealized bond losses are changing liquidity dynamics, balance-sheet flexibility, and the real cost of capital inside modern banks.

As rates repriced at historic speed, institutions accumulated massive duration losses on government and agency securities — not from bad credit, but from structural shifts in yield curves. While accounting rules keep these losses off income statements, funding behavior, collateral values, and depositor migration are quietly turning theoretical risk into real systemic constraint.

This video walks step-by-step through:
• How unrealized losses actually affect bank optionality
• Why rising yields pressure liquidity even without panic
• The role of deposits, collateral haircuts, and funding sensitivity
• Why today’s environment is a regime shift — not a temporary cycle

This is not fear-based content. It’s a structural lens on how financial systems adapt when long-standing assumptions break. If you want deeper macro insight into capital flows, banking risk, and the hidden mechanics shaping the global economy — this analysis is for you.

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