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Doubt on relationship between duration and convexity
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0
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1036
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April 10, 2024
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|
Definition of 'exposure to sovereign bond'
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2
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1066
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April 3, 2024
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Modified Duration - Decimalize change in Yield to get the right number?
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2
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1064
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March 25, 2024
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CFA III Vol.3 Reading 14, Example 29
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3
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3828
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March 3, 2024
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FI- currency pegging doubt - Mt. Pleasant Advisers Case Scenario
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2
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1263
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March 2, 2024
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OAS callable bond
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15
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6220
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March 1, 2024
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Apply CPR/CDR to CMO cashflows with P&I being advanced
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2
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1213
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February 16, 2024
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Feb 2024 CFA Boston mock 2 session 2, set 4, question B - why *0.01% in calculating money duration?
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1
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1342
|
February 13, 2024
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Feb 2024 CFA Boston mock 2 session 1, set 2, question 1 - why choose barbell instead of bullet when instantaneous upward parallel shift?
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2
|
1602
|
February 11, 2024
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Key Rate Duration formula, which one is correct?
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2
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1558
|
February 8, 2024
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Mock exams simple question- Bond fundamentals
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3
|
2250
|
February 5, 2024
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|
Contingent Immunization & Duration matching
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6
|
3679
|
January 30, 2024
|
|
Mocks exam mistake on convexity
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3
|
1259
|
January 29, 2024
|
|
No change in yield curve convexity question
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1
|
977
|
January 29, 2024
|
|
Fixed Income ETF
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1
|
841
|
January 22, 2024
|
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What can cause the level government bond YTM increase?
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3
|
825
|
January 20, 2024
|
|
Static Yield curve strategy doubt
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1
|
819
|
January 10, 2024
|
|
Learning Module 2 Fixed-Income Active Management: Credit Strategies - Practice Problems Q20
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|
2
|
1237
|
January 2, 2024
|
|
Excess Return or Excess Spread Return?
|
|
14
|
12575
|
December 31, 2023
|
|
Difference between Cashflow yield and MV weighted average
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|
4
|
1542
|
December 31, 2023
|
|
Payer/Receiver Options CDS
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|
1
|
3284
|
November 22, 2023
|
|
Example 32 in credit strategies for fixed income
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|
9
|
4085
|
November 21, 2023
|
|
Learning Module 2 Fixed-Income Active Management: Credit Strategies
|
|
4
|
1170
|
November 19, 2023
|
|
Excess Spread - Credit Strategies
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|
1
|
2064
|
November 18, 2023
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|
Hedging Treasuries Using Interest Rate Caps
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|
0
|
952
|
November 17, 2023
|
|
Fixed Income: Multiple Liability Immunization. Using Hedge Ratio of 75%
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|
2
|
1133
|
November 14, 2023
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|
Credit Strategies Level III
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|
1
|
1834
|
November 6, 2023
|
|
Using Interest Rate Swaps to Reduce Duration Gap
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|
2
|
1558
|
October 29, 2023
|
|
Immunising a single liabilities
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|
4
|
1181
|
October 22, 2023
|
|
Macaulay / Duration flat or increasing yield curve
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0
|
1189
|
September 30, 2023
|