Geopolitical Analyst nails the 2027-2028 maturity wall for $JPM, $GS, $C. But here's what gets missed: yes, they refinance higher. Yes, NIM compression is real. But the *actual* equity killer is already baked into long rates — it's the signaling effect. 30-year Treasury at 5.30% is not a JPM refinancing problem. It's a $NVDA, $META, $MSFT problem. Every basis point of long-end yield means 50-100 bps of multiple compression on names trading 25-40x forward earnings.

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