|
Pavonia Case Scenario
|
|
7
|
5348
|
August 19, 2022
|
|
Static credit spread curve - lower the portfolio's avg. credit rating
|
|
5
|
2064
|
August 11, 2022
|
|
R14-Credit Strategies
|
|
5
|
3534
|
August 10, 2022
|
|
Question about CDS price appreciation (roll-down) return
|
|
0
|
2607
|
May 22, 2022
|
|
CFAI Credit Strategies across Developed Markets position match US corporate bond & iTraxx-Xover
|
|
0
|
1810
|
August 10, 2022
|
|
Why receiver-fixed swap is used in static upward-sloping yield
|
|
5
|
2088
|
August 7, 2022
|
|
Bullet portfolio in a steepening curve
|
|
3
|
2805
|
July 29, 2022
|
|
Forecasting Return Based on Yield to Maturity
|
|
4
|
4773
|
July 19, 2022
|
|
Current inflation and expected long term inflation
|
|
0
|
1991
|
June 5, 2022
|
|
VaR calculation Fixed Income:Credit Strategies
|
|
1
|
2624
|
July 8, 2022
|
|
Noob question! Duration and Immunization
|
|
8
|
3126
|
July 5, 2022
|
|
Four level payments meaning
|
|
2
|
1975
|
June 30, 2022
|
|
Wrong answers?
|
|
0
|
1829
|
June 27, 2022
|
|
Rolldown and credit curve
|
|
4
|
4393
|
June 26, 2022
|
|
Overhedge or underhedge (Fixed Income)
|
|
13
|
6646
|
June 23, 2022
|
|
IRR vs YTM and portfolio duration vs average duration in an upward sloping yield curve
|
|
6
|
6058
|
June 21, 2022
|
|
Gain/loss under CDS position
|
|
8
|
5951
|
June 12, 2022
|
|
Static curve strategies
|
|
1
|
3091
|
May 30, 2022
|
|
Exhibit 3: "Key Credit and Spread Concepts for Active Management"
|
|
2
|
1870
|
May 27, 2022
|
|
Duration of assets and liab and futures to close the gap
|
|
7
|
2632
|
May 25, 2022
|
|
Price appreciation gain convention in CFA Level III
|
|
0
|
1824
|
May 24, 2022
|
|
Immunizing single liabilities
|
|
1
|
2041
|
May 24, 2022
|
|
Spread duration = duration?
|
|
20
|
8899
|
May 23, 2022
|
|
Excess Spread and Expected Excess Spread
|
|
0
|
2431
|
May 18, 2022
|
|
Duration of portfolio with pay fixed position
|
|
2
|
2578
|
May 16, 2022
|
|
CDS price and price change
|
|
2
|
2923
|
May 16, 2022
|
|
Fixed Income - value weighted index and debt
|
|
3
|
2360
|
May 12, 2022
|
|
Multiple immunization
|
|
5
|
2525
|
May 9, 2022
|
|
Fixed-rate bond VAR (Tail risk)
|
|
2
|
2604
|
May 6, 2022
|
|
Fixed Income PM (1): Beatriz Maestre Case Scenario
|
|
2
|
3211
|
May 5, 2022
|