|
About Fixed Income for the Level III CFA Exam
|
|
0
|
4526
|
October 23, 2019
|
|
Capital structure arbitrage - implied credit spread on bonds vs. actual credit spread on bonds
|
|
0
|
27
|
April 20, 2025
|
|
Bear/Bull; Steepner/Flattener
|
|
4
|
3449
|
April 6, 2025
|
|
Spread Duration of FRN
|
|
1
|
230
|
February 12, 2025
|
|
Cash flow matching vs Duration Matching
|
|
1
|
287
|
February 10, 2025
|
|
MBS - Negative Convexity
|
|
1
|
276
|
February 8, 2025
|
|
Excess Spread Question
|
|
3
|
940
|
February 4, 2025
|
|
Duration times spread
|
|
2
|
1023
|
January 25, 2025
|
|
Bullish Negative Butterfly
|
|
0
|
383
|
December 27, 2024
|
|
Example 32 - CDS Developed Markets
|
|
0
|
587
|
July 15, 2024
|
|
CDS Price Formula - Errata?
|
|
1
|
704
|
July 15, 2024
|
|
Asset swap spread
|
|
1
|
705
|
July 12, 2024
|
|
Yield curve duration neutral
|
|
1
|
1202
|
June 24, 2024
|
|
Bear flattener
|
|
5
|
3634
|
June 7, 2024
|
|
Correlation between Spreads and Rates
|
|
2
|
737
|
May 25, 2024
|
|
E(R) of Buy-and-Hold Investor - CFA III
|
|
3
|
962
|
May 24, 2024
|
|
Interpolating Credit Spread
|
|
3
|
701
|
May 23, 2024
|
|
CDS Price?!? BB27
|
|
8
|
6204
|
October 29, 2022
|
|
Portfolio DTS
|
|
2
|
701
|
May 20, 2024
|
|
Issuance Outstanding - Liquidity Premium
|
|
4
|
733
|
May 18, 2024
|
|
Credit duration under static credit curve
|
|
10
|
5010
|
January 16, 2024
|
|
Callable bonds vs option free bonds
|
|
4
|
1186
|
May 16, 2024
|
|
Interest rate immunization - Single vs Multiple liabilities
|
|
5
|
2145
|
May 13, 2024
|
|
Servicer of the loan
|
|
3
|
666
|
May 2, 2024
|
|
Doubt on relationship between duration and convexity
|
|
0
|
886
|
April 10, 2024
|
|
Definition of 'exposure to sovereign bond'
|
|
2
|
855
|
April 3, 2024
|
|
Modified Duration - Decimalize change in Yield to get the right number?
|
|
2
|
887
|
March 25, 2024
|
|
CFA III Vol.3 Reading 14, Example 29
|
|
3
|
3650
|
March 3, 2024
|
|
FI- currency pegging doubt - Mt. Pleasant Advisers Case Scenario
|
|
2
|
1100
|
March 2, 2024
|
|
OAS callable bond
|
|
15
|
5805
|
March 1, 2024
|
