Comments by "k98killer" (@k98killer) on "What markets are telling us about potential for more bank runs and failures." video.

Such losses could have been avoided with adequate interest rate hedging via swaps. The unrealized losses combined with almost 90% of SVB's funding being from deposits triggered the bank run which then forced them to realize losses that outstripped their capital.
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@steviewonder417 Macro Alf is my source for the idea of hedging duration risk with rate swaps. I have not read all the regulations for HTM securities. Do you have any suggested sources for evaluating your claim that it was not legally possible to hedge with swaps?
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