|
Immunization portfolio Convexity/Dispersion
|
|
3
|
527
|
April 15, 2021
|
|
Duration gap - futures and interest rate expectation
|
|
3
|
471
|
April 14, 2021
|
|
PV01 calculation
|
|
4
|
482
|
April 14, 2021
|
|
Reading 20 3.1.4 Carry trade with long future contract
|
|
1
|
926
|
April 13, 2021
|
|
SCHWESERNOTES - BOOK 3 / CFA® Program Curriculum, Volume 4, page 147
|
|
1
|
444
|
April 12, 2021
|
|
Immunization of single liability
|
|
4
|
516
|
April 9, 2021
|
|
OAS for Putable bond should be lower instead?
|
|
6
|
1019
|
April 3, 2021
|
|
CFA level 3 - Fixed Income - Example 4 - Tightening of Spread concept for Inter Market trade
|
|
1
|
487
|
April 2, 2021
|
|
CFA level 3 - Fixed Income - Example 4 - Question 3 - Cost and Benefits of Asset Swap
|
|
1
|
489
|
April 2, 2021
|
|
Reading 11 BB1 p.221 - 2 yr reinvestment rate
|
|
4
|
691
|
March 2, 2021
|
|
Cheapest to delivery (ctd) bond determination
|
|
0
|
534
|
March 26, 2021
|
|
A systemic shock to the banking sector increases bank's asset duration?
|
|
3
|
645
|
March 23, 2021
|
|
What if NIS > NIM and NIS < NIM. What does it imply?
|
|
0
|
653
|
March 14, 2021
|
|
Continuation of Winslow case
|
|
4
|
1080
|
March 9, 2021
|
|
Practice Problems 23-32 Reading 24 Cost of hedging a bond
|
|
3
|
1097
|
March 8, 2021
|
|
Forecasting Return Based on Yield to Maturity
|
|
1
|
1207
|
March 1, 2021
|
|
Schweser Qbank - Fixed income - Spot vs Forward
|
|
3
|
726
|
February 24, 2021
|
|
Net discount rate including growth
|
|
3
|
892
|
February 23, 2021
|
|
Why does too much collaterals in the money market push the short yield down?
|
|
1
|
682
|
February 23, 2021
|
|
How to calculate the recovery value of sovereign bond restructuring (hair cut)
|
|
0
|
631
|
February 22, 2021
|
|
FI - reading 24
|
|
6
|
1030
|
February 21, 2021
|
|
Fixed Income CFA Level III
|
|
4
|
911
|
February 15, 2021
|
|
FIxed Income Basics
|
|
11
|
810
|
February 6, 2021
|
|
Reading 21, example 2
|
|
5
|
690
|
February 5, 2021
|
|
Reasoning behind dividing Swap BPV by 100
|
|
13
|
1569
|
February 2, 2021
|
|
Credit Spread on Corporate Bond
|
|
2
|
842
|
January 14, 2021
|
|
Credit Spread Risk
|
|
2
|
844
|
January 13, 2021
|
|
Money Duration Neutral
|
|
2
|
893
|
January 10, 2021
|
|
FX Forward vs Projected Spot?
|
|
3
|
822
|
January 3, 2021
|
|
convexity- understanding it
|
|
13
|
2047
|
December 30, 2020
|
