|
Credit Spread versus Premium
|
|
4
|
3549
|
August 23, 2022
|
|
Pavonia Case Scenario
|
|
7
|
5364
|
August 19, 2022
|
|
Static credit spread curve - lower the portfolio's avg. credit rating
|
|
5
|
2070
|
August 11, 2022
|
|
R14-Credit Strategies
|
|
5
|
3549
|
August 10, 2022
|
|
Question about CDS price appreciation (roll-down) return
|
|
0
|
2617
|
May 22, 2022
|
|
CFAI Credit Strategies across Developed Markets position match US corporate bond & iTraxx-Xover
|
|
0
|
1823
|
August 10, 2022
|
|
Why receiver-fixed swap is used in static upward-sloping yield
|
|
5
|
2097
|
August 7, 2022
|
|
Bullet portfolio in a steepening curve
|
|
3
|
2842
|
July 29, 2022
|
|
Forecasting Return Based on Yield to Maturity
|
|
4
|
4789
|
July 19, 2022
|
|
Current inflation and expected long term inflation
|
|
0
|
1995
|
June 5, 2022
|
|
VaR calculation Fixed Income:Credit Strategies
|
|
1
|
2639
|
July 8, 2022
|
|
Noob question! Duration and Immunization
|
|
8
|
3142
|
July 5, 2022
|
|
Four level payments meaning
|
|
2
|
1985
|
June 30, 2022
|
|
Wrong answers?
|
|
0
|
1834
|
June 27, 2022
|
|
Rolldown and credit curve
|
|
4
|
4443
|
June 26, 2022
|
|
Overhedge or underhedge (Fixed Income)
|
|
13
|
6711
|
June 23, 2022
|
|
IRR vs YTM and portfolio duration vs average duration in an upward sloping yield curve
|
|
6
|
6156
|
June 21, 2022
|
|
Gain/loss under CDS position
|
|
8
|
6050
|
June 12, 2022
|
|
Static curve strategies
|
|
1
|
3104
|
May 30, 2022
|
|
Exhibit 3: "Key Credit and Spread Concepts for Active Management"
|
|
2
|
1875
|
May 27, 2022
|
|
Duration of assets and liab and futures to close the gap
|
|
7
|
2645
|
May 25, 2022
|
|
Price appreciation gain convention in CFA Level III
|
|
0
|
1828
|
May 24, 2022
|
|
Immunizing single liabilities
|
|
1
|
2052
|
May 24, 2022
|
|
Spread duration = duration?
|
|
20
|
8960
|
May 23, 2022
|
|
Excess Spread and Expected Excess Spread
|
|
0
|
2440
|
May 18, 2022
|
|
Duration of portfolio with pay fixed position
|
|
2
|
2597
|
May 16, 2022
|
|
CDS price and price change
|
|
2
|
2944
|
May 16, 2022
|
|
Fixed Income - value weighted index and debt
|
|
3
|
2374
|
May 12, 2022
|
|
Multiple immunization
|
|
5
|
2554
|
May 9, 2022
|
|
Fixed-rate bond VAR (Tail risk)
|
|
2
|
2612
|
May 6, 2022
|