|
Why swap spreads are a good proxy for credit spreads?
|
|
8
|
1581
|
March 6, 2015
|
|
Surprise rate hike - currency appreciates - CFAI Example 8 - Q2
|
|
5
|
770
|
February 25, 2015
|
|
Immunization
|
|
6
|
1307
|
February 13, 2015
|
|
Doubt - Determining the target return (Immunization concept)
|
|
20
|
1131
|
February 6, 2015
|
|
Multiple-liability imuunization
|
|
1
|
807
|
January 11, 2015
|
|
Bonds
|
|
9
|
856
|
December 31, 2014
|
|
Bond Immunization
|
|
4
|
900
|
December 28, 2014
|
|
dollar duration rebalance ratio
|
|
6
|
927
|
June 6, 2014
|
|
Classical Immunization - Switch to Immunization
|
|
1
|
947
|
June 6, 2014
|
|
2013 Exam. Q7 Part C and Part D. Fixed Income
|
|
5
|
972
|
June 6, 2014
|
|
Help Need- Appreciation and Depreciation of Currency
|
|
10
|
2121
|
June 5, 2014
|
|
Chesapeake item set
|
|
2
|
834
|
June 5, 2014
|
|
Chesepeake CFAI Mock version C (Afternoon) - Bond benchmarks
|
|
1
|
831
|
June 4, 2014
|
|
is 6a from 2010 still relevant?
|
|
1
|
824
|
June 2, 2014
|
|
Immunization rate
|
|
1
|
985
|
June 1, 2014
|
|
PD >LD and interest rates increase
|
|
4
|
858
|
May 31, 2014
|
|
Hedged & UnHedged Returns - Quick Test
|
|
8
|
930
|
May 28, 2014
|
|
Which Credit Derivative is the best?
|
|
4
|
835
|
May 28, 2014
|
|
Spread narrowing
|
|
3
|
797
|
May 25, 2014
|
|
Put structures
|
|
6
|
880
|
May 24, 2014
|
|
Put bond at a lower yield
|
|
6
|
920
|
May 24, 2014
|
|
PVD of cashflows
|
|
1
|
810
|
May 22, 2014
|
|
spread duration=portfolio duration
|
|
3
|
1378
|
May 21, 2014
|
|
Immunization target rate of return
|
|
0
|
807
|
May 21, 2014
|
|
Contingent immunization - example
|
|
0
|
1022
|
May 20, 2014
|
|
Duration Mismatch & Shape of yield curve
|
|
3
|
1159
|
May 18, 2014
|
|
Barbell portfolio
|
|
4
|
841
|
May 18, 2014
|
|
Immunization of a single obligation
|
|
4
|
993
|
May 15, 2014
|
|
enhanced indexing for minor risk factor mismatches QID 93089
|
|
1
|
913
|
May 14, 2014
|
|
Cap risk - Schweser pro
|
|
2
|
936
|
May 13, 2014
|