|
About Fixed Income for the Level III CFA Exam
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|
0
|
4180
|
October 23, 2019
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|
Example 32 - CDS Developed Markets
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0
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388
|
July 15, 2024
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CDS Price Formula - Errata?
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1
|
465
|
July 15, 2024
|
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Asset swap spread
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1
|
451
|
July 12, 2024
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Yield curve duration neutral
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1
|
711
|
June 24, 2024
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Bear flattener
|
|
5
|
3320
|
June 7, 2024
|
|
Correlation between Spreads and Rates
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2
|
515
|
May 25, 2024
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E(R) of Buy-and-Hold Investor - CFA III
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3
|
701
|
May 24, 2024
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Interpolating Credit Spread
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3
|
478
|
May 23, 2024
|
|
CDS Price?!? BB27
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8
|
5556
|
October 29, 2022
|
|
Portfolio DTS
|
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2
|
482
|
May 20, 2024
|
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Duration times spread
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1
|
518
|
May 20, 2024
|
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Issuance Outstanding - Liquidity Premium
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|
4
|
535
|
May 18, 2024
|
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Credit duration under static credit curve
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|
10
|
4579
|
January 16, 2024
|
|
Callable bonds vs option free bonds
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|
4
|
691
|
May 16, 2024
|
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Interest rate immunization - Single vs Multiple liabilities
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|
5
|
1792
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May 13, 2024
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Excess Spread Question
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2
|
541
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May 9, 2024
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Servicer of the loan
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3
|
454
|
May 2, 2024
|
|
Doubt on relationship between duration and convexity
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0
|
651
|
April 10, 2024
|
|
Definition of 'exposure to sovereign bond'
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|
2
|
626
|
April 3, 2024
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|
Modified Duration - Decimalize change in Yield to get the right number?
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|
2
|
689
|
March 25, 2024
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CFA III Vol.3 Reading 14, Example 29
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|
3
|
3407
|
March 3, 2024
|
|
FI- currency pegging doubt - Mt. Pleasant Advisers Case Scenario
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2
|
862
|
March 2, 2024
|
|
OAS callable bond
|
|
15
|
5280
|
March 1, 2024
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Apply CPR/CDR to CMO cashflows with P&I being advanced
|
|
2
|
907
|
February 16, 2024
|
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Feb 2024 CFA Boston mock 2 session 2, set 4, question B - why *0.01% in calculating money duration?
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|
1
|
1007
|
February 13, 2024
|
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Feb 2024 CFA Boston mock 2 session 1, set 2, question 1 - why choose barbell instead of bullet when instantaneous upward parallel shift?
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|
2
|
1211
|
February 11, 2024
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|
Key Rate Duration formula, which one is correct?
|
|
2
|
1130
|
February 8, 2024
|
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Mock exams simple question- Bond fundamentals
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|
3
|
1907
|
February 5, 2024
|
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Contingent Immunization & Duration matching
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|
6
|
3160
|
January 30, 2024
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