Lists to memorize for Level 3

CFA Level III
#81

patkeenan Wrote: ------------------------------------------------------- > ItsAlmostOver Wrote: > -------------------------------------------------- > ----- > > Can I provide any additional help? I can help > > someone with their section as I think this > could > > be a highly valuable study tool. > > > If you don’t mind, could you help me with pages 9 > and 10. I have filled out about half of it but I > dont have my CFA books with me (only some notes) > so I won’t be able to finish until tuesday (I am > at my fiance’s parents house for easter). This is > what I have compiled so far. > > Rebalancing strategies: > 1) Constant Mix > 2) CPPI - $stock = m(assets-floor) > > Five factors that determine the optimal corridor > width and if it should be wide or narrow: > 1) Transaction costs (+ correlation) > 2) risk tolerance (+ correlation) > 3) Correlation W/ portfolio (+ correlation) > 4) Volatility of asset class (- correlation) > 5) Volatility of rest of portfolio (- correlatn) > > State Roy’s Safety-First Measure: > (Rp – Rmar)/Std. Dev of portfolio > > Application of ETF’s (couldnt find this in my > notes, but I dont think its covered in L3 > anymore) > > Compared to active-management, indexing has three > major advantages: > 1) Diversification > 2) Lower total costs > 3) Consistent Performance > > Risks with investing in mortgage securities > 1) Spread risk > 2) Interest rate risk > 3) Prepayment risk > 4) volatility risk > 5) model risk > > Additional assumptions when implementing a > two-bond hedge: > 1) YC shifts used in constructing 2-Bond hedge are > reasonable > 2)Prepayment model used does a good job of > estimating how cash flows will change when YC > changes > 3)Assumptions underlying Monte Carlo simulation > model are realized > 4)Avg. Price change is a good approx. Of how the > mtg. security’s price will change for a small > movement in interest rates > > State the formulas for creating a synthetic stock > index fund: > # contracts = {(Theld )(1 + Rf)T }/ > (Pf)(multiplier) > > Three types of foreign exchange risk: > 1) Economic > 2) Transaction > 3) Translation > > Currency management approaches: > 1) Balanced Mandate > 2) Currency Overlay > 3) Separate asset allocation > > Also, I am pretty sure the following are not in > L3. > State the steps taken when managing risk of 1)a > leveraged floater and 2)an inverse floater: > > State the formulas used for calculating the > effective interest rate on a loan when using > interest rate options or an FRA: > > Three primary methods use to estimate the size of > the derivatives market > > Thanks in advance for any help! Hey Pat, I saw the EAR for options in Schweser, but not for an FRA. Actually, are FRAs covered in the CFAI material this year? I can’t recall seeing it in the CFAI derivs text…

#82

hey all, So I came to this party waay late. I assume the list is done. If not I can help. If so can some generous soul forward? Many thanks! ngray30@hotmail.com

#83

hi could u send to me as well sumimasin@gmail.com

#84

this thread reminds me of dinesh…

#85

rings a bell …dinesh sundrani

#86

I’m a bit late to the party as well and can’t download from the link provided. If someone could email it to me I’d appreciate it: tj8hc@yahoo.com Thanks.

#87

http://www.mediafire.com/?sharekey=76ca2e61d50d299861d4646c62b381cb75f5f4264849c4f2ce018c8114394287

#88

Thanks Dwight

#89

np

#90

tj8hc Wrote: ------------------------------------------------------- > I’m a bit late to the party as well and can’t > download from the link provided. If someone could > email it to me I’d appreciate it: tj8hc@yahoo.com > > Thanks. I am a little late to see this as well. Pls email if you don’t mind. sctmise@optonline.net Thanks!

#91

Thanks Dwight.

#92

You the man Dwight. Now if only you could make memorizing all this stuff that easy.

#93

Can someone send it to me This name @ aol

#94

Please send it to me. alugun@rogers.com

#95

For those of you that missed Dwight’s post: http://www.mediafire.com/?sharekey=76ca2e61d50d299861d4646c62b381cb75f5f4264849c4f2ce018c8114394287

#96

Nice … This is going to be very helpful in he next few weeks . thanks Guys … Are the hiighlighted portions irrelevant for the 09 exam ??

#97

Thanks.

#98

I guess I missed the list- I can’t download it neither of the links provided. If anyone is in the mood for sending it, please email me udemirci@gmail.com Many thanks

#99

help a poor brother out and send a copy my way, bipolarboyboston@gmail.com

#100

would you mind dropping me a copy of the list, even if it is just the shell? email: LondonfromNYC @gmail.com preciate it