|
Probability of default rates- fixed income
|
|
4
|
1208
|
December 29, 2022
|
|
End of Chapter | Yield Strategies Question 9
|
|
7
|
3480
|
December 4, 2022
|
|
Danny Moynahan Case Scenario
|
|
1
|
1467
|
December 1, 2022
|
|
FI - CDS basis
|
|
2
|
2768
|
November 14, 2022
|
|
Empirical Duration and High Yield Bonds - Fixed Income
|
|
12
|
5299
|
November 5, 2022
|
|
CDS Price?!? BB27
|
|
8
|
3658
|
October 29, 2022
|
|
CDS Price for questions
|
|
0
|
1348
|
October 26, 2022
|
|
Bear/Bull; Steepner/Flattener
|
|
3
|
2247
|
October 11, 2022
|
|
Portfolio duration using swaps
|
|
5
|
2765
|
September 4, 2022
|
|
Interest rate duration and credit spread duration negatively correlated?
|
|
10
|
3502
|
August 26, 2022
|
|
Credit Spread versus Premium
|
|
4
|
2117
|
August 23, 2022
|
|
Pavonia Case Scenario
|
|
7
|
4733
|
August 19, 2022
|
|
Static credit spread curve - lower the portfolio's avg. credit rating
|
|
5
|
1813
|
August 11, 2022
|
|
R14-Credit Strategies
|
|
5
|
3084
|
August 10, 2022
|
|
Question about CDS price appreciation (roll-down) return
|
|
0
|
2394
|
May 22, 2022
|
|
CFAI Credit Strategies across Developed Markets position match US corporate bond & iTraxx-Xover
|
|
0
|
1645
|
August 10, 2022
|
|
Why receiver-fixed swap is used in static upward-sloping yield
|
|
5
|
1725
|
August 7, 2022
|
|
Bullet portfolio in a steepening curve
|
|
3
|
2089
|
July 29, 2022
|
|
Forecasting Return Based on Yield to Maturity
|
|
4
|
4405
|
July 19, 2022
|
|
Current inflation and expected long term inflation
|
|
0
|
1832
|
June 5, 2022
|
|
VaR calculation Fixed Income:Credit Strategies
|
|
1
|
2120
|
July 8, 2022
|
|
Noob question! Duration and Immunization
|
|
8
|
2918
|
July 5, 2022
|
|
Four level payments meaning
|
|
2
|
1748
|
June 30, 2022
|
|
Wrong answers?
|
|
0
|
1710
|
June 27, 2022
|
|
Rolldown and credit curve
|
|
4
|
3310
|
June 26, 2022
|
|
Overhedge or underhedge (Fixed Income)
|
|
13
|
5664
|
June 23, 2022
|
|
IRR vs YTM and portfolio duration vs average duration in an upward sloping yield curve
|
|
6
|
4952
|
June 21, 2022
|
|
Gain/loss under CDS position
|
|
8
|
3873
|
June 12, 2022
|
|
Static curve strategies
|
|
1
|
2686
|
May 30, 2022
|
|
Exhibit 3: "Key Credit and Spread Concepts for Active Management"
|
|
2
|
1763
|
May 27, 2022
|