|
About Fixed Income for the Level III CFA Exam
|
|
0
|
4770
|
October 23, 2019
|
|
Asset swap spread
|
|
2
|
970
|
June 23, 2025
|
|
Technical default vs. actual default
|
|
4
|
232
|
June 17, 2025
|
|
End of Chapter Question - Yield Strategies Q21
|
|
1
|
284
|
May 20, 2025
|
|
Convexity and dispersion of laddered portfolio
|
|
13
|
5899
|
May 4, 2025
|
|
Capital structure arbitrage - implied credit spread on bonds vs. actual credit spread on bonds
|
|
1
|
395
|
April 22, 2025
|
|
Bear/Bull; Steepner/Flattener
|
|
4
|
3993
|
April 6, 2025
|
|
Spread Duration of FRN
|
|
1
|
500
|
February 12, 2025
|
|
Cash flow matching vs Duration Matching
|
|
1
|
684
|
February 10, 2025
|
|
MBS - Negative Convexity
|
|
1
|
511
|
February 8, 2025
|
|
Excess Spread Question
|
|
3
|
1181
|
February 4, 2025
|
|
Duration times spread
|
|
2
|
1312
|
January 25, 2025
|
|
Bullish Negative Butterfly
|
|
0
|
535
|
December 27, 2024
|
|
Example 32 - CDS Developed Markets
|
|
0
|
744
|
July 15, 2024
|
|
CDS Price Formula - Errata?
|
|
1
|
901
|
July 15, 2024
|
|
Yield curve duration neutral
|
|
1
|
1535
|
June 24, 2024
|
|
Bear flattener
|
|
5
|
3858
|
June 7, 2024
|
|
Correlation between Spreads and Rates
|
|
2
|
915
|
May 25, 2024
|
|
E(R) of Buy-and-Hold Investor - CFA III
|
|
3
|
1152
|
May 24, 2024
|
|
Interpolating Credit Spread
|
|
3
|
881
|
May 23, 2024
|
|
CDS Price?!? BB27
|
|
8
|
6627
|
October 29, 2022
|
|
Portfolio DTS
|
|
2
|
875
|
May 20, 2024
|
|
Issuance Outstanding - Liquidity Premium
|
|
4
|
897
|
May 18, 2024
|
|
Credit duration under static credit curve
|
|
10
|
5354
|
January 16, 2024
|
|
Callable bonds vs option free bonds
|
|
4
|
1494
|
May 16, 2024
|
|
Interest rate immunization - Single vs Multiple liabilities
|
|
5
|
2345
|
May 13, 2024
|
|
Servicer of the loan
|
|
3
|
834
|
May 2, 2024
|
|
Doubt on relationship between duration and convexity
|
|
0
|
1011
|
April 10, 2024
|
|
Definition of 'exposure to sovereign bond'
|
|
2
|
1044
|
April 3, 2024
|
|
Modified Duration - Decimalize change in Yield to get the right number?
|
|
2
|
1050
|
March 25, 2024
|
