Swapnil Kommawar
Swapnil Kommawar

@KommawarSwapnil

8 Tweets Apr 02, 2023
Why is an inverted yield curve an indicator of a recession💹
Here's a simple way of thinking about it🔃🔃
Imagine you go to a bank to invest your money in a fixed deposit.
The bank offers you:
A 1 - Year fixed deposit (FD) at 6% per annum and,
2 - Year deposit at 4% per annum.
The long-term rate is lower than the short-term rate.
That's an inverted yield curve.
By the way, isn't this strange?
Why would anyone invest for two
Years at 4% per annum when they
Can invest for one year at 6% per
Annum, and then when they
Receive the money after a year,
They can reinvest for one more year at the prevailing interest rate?
The only rational reason for anyone investing in the two-year FD would be that they expect the interest rates to fall after a year.
Hence, they want to invest today for two years.
But why would they expect the interest rates to fall after a year?
Interest rates generally fall during recessions.
So maybe the market is expecting that there could be a recession in the future.
Hence an inverted yield curve indicates interest rates could fall in the future.
And this could be due to a recession.
Above is just one of the ways of looking at this.
There are other ways of interpreting too.

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