|
Danny Moynahan Case Scenario
|
|
1
|
1798
|
December 1, 2022
|
|
FI - CDS basis
|
|
2
|
2975
|
November 14, 2022
|
|
CDS Price for questions
|
|
0
|
1525
|
October 26, 2022
|
|
Portfolio duration using swaps
|
|
5
|
3117
|
September 4, 2022
|
|
Interest rate duration and credit spread duration negatively correlated?
|
|
10
|
4703
|
August 26, 2022
|
|
Credit Spread versus Premium
|
|
4
|
3950
|
August 23, 2022
|
|
Pavonia Case Scenario
|
|
7
|
5496
|
August 19, 2022
|
|
Static credit spread curve - lower the portfolio's avg. credit rating
|
|
5
|
2165
|
August 11, 2022
|
|
R14-Credit Strategies
|
|
5
|
3725
|
August 10, 2022
|
|
Question about CDS price appreciation (roll-down) return
|
|
0
|
2687
|
May 22, 2022
|
|
CFAI Credit Strategies across Developed Markets position match US corporate bond & iTraxx-Xover
|
|
0
|
1888
|
August 10, 2022
|
|
Why receiver-fixed swap is used in static upward-sloping yield
|
|
5
|
2160
|
August 7, 2022
|
|
Bullet portfolio in a steepening curve
|
|
3
|
3089
|
July 29, 2022
|
|
Forecasting Return Based on Yield to Maturity
|
|
4
|
4918
|
July 19, 2022
|
|
Current inflation and expected long term inflation
|
|
0
|
2034
|
June 5, 2022
|
|
VaR calculation Fixed Income:Credit Strategies
|
|
1
|
2749
|
July 8, 2022
|
|
Noob question! Duration and Immunization
|
|
8
|
3210
|
July 5, 2022
|
|
Four level payments meaning
|
|
2
|
2078
|
June 30, 2022
|
|
Wrong answers?
|
|
0
|
1873
|
June 27, 2022
|
|
Rolldown and credit curve
|
|
4
|
4801
|
June 26, 2022
|
|
Overhedge or underhedge (Fixed Income)
|
|
13
|
7026
|
June 23, 2022
|
|
IRR vs YTM and portfolio duration vs average duration in an upward sloping yield curve
|
|
6
|
7010
|
June 21, 2022
|
|
Gain/loss under CDS position
|
|
8
|
6584
|
June 12, 2022
|
|
Static curve strategies
|
|
1
|
3236
|
May 30, 2022
|
|
Exhibit 3: "Key Credit and Spread Concepts for Active Management"
|
|
2
|
1913
|
May 27, 2022
|
|
Duration of assets and liab and futures to close the gap
|
|
7
|
2806
|
May 25, 2022
|
|
Price appreciation gain convention in CFA Level III
|
|
0
|
1864
|
May 24, 2022
|
|
Immunizing single liabilities
|
|
1
|
2152
|
May 24, 2022
|
|
Spread duration = duration?
|
|
20
|
9314
|
May 23, 2022
|
|
Excess Spread and Expected Excess Spread
|
|
0
|
2521
|
May 18, 2022
|