|
About Fixed Income for the Level III CFA Exam
|
|
0
|
4524
|
October 23, 2019
|
|
Capital structure arbitrage - implied credit spread on bonds vs. actual credit spread on bonds
|
|
0
|
16
|
April 20, 2025
|
|
Bear/Bull; Steepner/Flattener
|
|
4
|
3441
|
April 6, 2025
|
|
Spread Duration of FRN
|
|
1
|
226
|
February 12, 2025
|
|
Cash flow matching vs Duration Matching
|
|
1
|
283
|
February 10, 2025
|
|
MBS - Negative Convexity
|
|
1
|
271
|
February 8, 2025
|
|
Excess Spread Question
|
|
3
|
937
|
February 4, 2025
|
|
Duration times spread
|
|
2
|
1020
|
January 25, 2025
|
|
Bullish Negative Butterfly
|
|
0
|
381
|
December 27, 2024
|
|
Example 32 - CDS Developed Markets
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0
|
585
|
July 15, 2024
|
|
CDS Price Formula - Errata?
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|
1
|
702
|
July 15, 2024
|
|
Asset swap spread
|
|
1
|
702
|
July 12, 2024
|
|
Yield curve duration neutral
|
|
1
|
1200
|
June 24, 2024
|
|
Bear flattener
|
|
5
|
3633
|
June 7, 2024
|
|
Correlation between Spreads and Rates
|
|
2
|
734
|
May 25, 2024
|
|
E(R) of Buy-and-Hold Investor - CFA III
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|
3
|
959
|
May 24, 2024
|
|
Interpolating Credit Spread
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|
3
|
699
|
May 23, 2024
|
|
CDS Price?!? BB27
|
|
8
|
6198
|
October 29, 2022
|
|
Portfolio DTS
|
|
2
|
699
|
May 20, 2024
|
|
Issuance Outstanding - Liquidity Premium
|
|
4
|
731
|
May 18, 2024
|
|
Credit duration under static credit curve
|
|
10
|
5007
|
January 16, 2024
|
|
Callable bonds vs option free bonds
|
|
4
|
1183
|
May 16, 2024
|
|
Interest rate immunization - Single vs Multiple liabilities
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|
5
|
2143
|
May 13, 2024
|
|
Servicer of the loan
|
|
3
|
662
|
May 2, 2024
|
|
Doubt on relationship between duration and convexity
|
|
0
|
883
|
April 10, 2024
|
|
Definition of 'exposure to sovereign bond'
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|
2
|
853
|
April 3, 2024
|
|
Modified Duration - Decimalize change in Yield to get the right number?
|
|
2
|
884
|
March 25, 2024
|
|
CFA III Vol.3 Reading 14, Example 29
|
|
3
|
3648
|
March 3, 2024
|
|
FI- currency pegging doubt - Mt. Pleasant Advisers Case Scenario
|
|
2
|
1097
|
March 2, 2024
|
|
OAS callable bond
|
|
15
|
5801
|
March 1, 2024
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