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About Fixed Income for the Level III CFA Exam
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|
0
|
4359
|
October 23, 2019
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Spread Duration of FRN
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|
1
|
66
|
February 12, 2025
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Cash flow matching vs Duration Matching
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|
1
|
108
|
February 10, 2025
|
|
MBS - Negative Convexity
|
|
1
|
99
|
February 8, 2025
|
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Excess Spread Question
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|
3
|
730
|
February 4, 2025
|
|
Duration times spread
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|
2
|
765
|
January 25, 2025
|
|
Bullish Negative Butterfly
|
|
0
|
243
|
December 27, 2024
|
|
Example 32 - CDS Developed Markets
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|
0
|
498
|
July 15, 2024
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|
CDS Price Formula - Errata?
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|
1
|
592
|
July 15, 2024
|
|
Asset swap spread
|
|
1
|
592
|
July 12, 2024
|
|
Yield curve duration neutral
|
|
1
|
965
|
June 24, 2024
|
|
Bear flattener
|
|
5
|
3494
|
June 7, 2024
|
|
Correlation between Spreads and Rates
|
|
2
|
626
|
May 25, 2024
|
|
E(R) of Buy-and-Hold Investor - CFA III
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|
3
|
842
|
May 24, 2024
|
|
Interpolating Credit Spread
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|
3
|
592
|
May 23, 2024
|
|
CDS Price?!? BB27
|
|
8
|
5908
|
October 29, 2022
|
|
Portfolio DTS
|
|
2
|
594
|
May 20, 2024
|
|
Issuance Outstanding - Liquidity Premium
|
|
4
|
632
|
May 18, 2024
|
|
Credit duration under static credit curve
|
|
10
|
4830
|
January 16, 2024
|
|
Callable bonds vs option free bonds
|
|
4
|
936
|
May 16, 2024
|
|
Interest rate immunization - Single vs Multiple liabilities
|
|
5
|
2005
|
May 13, 2024
|
|
Servicer of the loan
|
|
3
|
556
|
May 2, 2024
|
|
Doubt on relationship between duration and convexity
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|
0
|
778
|
April 10, 2024
|
|
Definition of 'exposure to sovereign bond'
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|
2
|
734
|
April 3, 2024
|
|
Modified Duration - Decimalize change in Yield to get the right number?
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|
2
|
789
|
March 25, 2024
|
|
CFA III Vol.3 Reading 14, Example 29
|
|
3
|
3532
|
March 3, 2024
|
|
FI- currency pegging doubt - Mt. Pleasant Advisers Case Scenario
|
|
2
|
986
|
March 2, 2024
|
|
OAS callable bond
|
|
15
|
5547
|
March 1, 2024
|
|
Apply CPR/CDR to CMO cashflows with P&I being advanced
|
|
2
|
1017
|
February 16, 2024
|
|
Feb 2024 CFA Boston mock 2 session 2, set 4, question B - why *0.01% in calculating money duration?
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|
1
|
1143
|
February 13, 2024
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