|
Overnight versus longer term repo rate
|
|
2
|
1114
|
May 11, 2017
|
|
contingent immunization mock question
|
|
6
|
1246
|
May 10, 2017
|
|
Immunization % = reinvestment %
|
|
5
|
1013
|
May 10, 2017
|
|
Liability relative approach same as ALM?
|
|
3
|
1415
|
May 8, 2017
|
|
What are is the difference between the 2 formulas for modifying duration for a bond portfolio?
|
|
2
|
986
|
May 8, 2017
|
|
Liability mimicking and contingent immunization
|
|
2
|
1001
|
May 8, 2017
|
|
Duration of leveraged portfolio
|
|
5
|
1059
|
May 7, 2017
|
|
Interest Rate Futures and Bond Futures
|
|
1
|
1125
|
May 6, 2017
|
|
bond convexity and coupon rate
|
|
11
|
3183
|
May 5, 2017
|
|
Ferro case
|
|
4
|
1026
|
May 5, 2017
|
|
Topic test Kapoor
|
|
3
|
917
|
May 5, 2017
|
|
Kingsbridge case
|
|
7
|
994
|
May 4, 2017
|
|
callable/putable
|
|
4
|
1007
|
May 2, 2017
|
|
2017 Level III Mock Exam PM - Q27
|
|
0
|
1014
|
May 1, 2017
|
|
Rioja topic test
|
|
3
|
1176
|
April 29, 2017
|
|
Sinking Fund !!!!
|
|
2
|
1033
|
April 28, 2017
|
|
Sampling and stratified sampling
|
|
7
|
1671
|
April 28, 2017
|
|
Horizon Yield
|
|
2
|
1066
|
April 27, 2017
|
|
Contingent claim risk
|
|
4
|
1118
|
April 25, 2017
|
|
Immunization rate (2010 am Q6C)
|
|
4
|
1010
|
April 25, 2017
|
|
Fixed INC
|
|
2
|
940
|
April 24, 2017
|
|
Topic Test Fixed Income - Berg #6
|
|
3
|
936
|
April 24, 2017
|
|
"Target value of immunized portfolio is a lower bound on terminal value of portfolio ..."
|
|
0
|
962
|
April 21, 2017
|
|
contigent immunization
|
|
12
|
953
|
April 20, 2017
|
|
Repo Rate and Delivery Cost
|
|
5
|
1123
|
April 20, 2017
|
|
Essay Exam Fixed Income Questions From 2011 to 2015
|
|
0
|
975
|
April 18, 2017
|
|
Market Value Risk and Income Risk (Fixed Income Benchmark)
|
|
3
|
1062
|
April 18, 2017
|
|
Hedged return is local return plus forward premium/discount.
|
|
2
|
1369
|
April 17, 2017
|
|
Primary and Secondary Trading
|
|
3
|
1099
|
April 14, 2017
|
|
General Cash Flow vs Cash Flow Matching
|
|
1
|
1076
|
April 14, 2017
|