|
Cheapest to delivery (ctd) bond determination
|
|
0
|
1580
|
March 26, 2021
|
|
A systemic shock to the banking sector increases bank's asset duration?
|
|
3
|
1946
|
March 23, 2021
|
|
What if NIS > NIM and NIS < NIM. What does it imply?
|
|
0
|
1719
|
March 14, 2021
|
|
Continuation of Winslow case
|
|
4
|
2173
|
March 9, 2021
|
|
Practice Problems 23-32 Reading 24 Cost of hedging a bond
|
|
3
|
2219
|
March 8, 2021
|
|
Schweser Qbank - Fixed income - Spot vs Forward
|
|
3
|
1756
|
February 24, 2021
|
|
Net discount rate including growth
|
|
3
|
2018
|
February 23, 2021
|
|
Why does too much collaterals in the money market push the short yield down?
|
|
1
|
1621
|
February 23, 2021
|
|
How to calculate the recovery value of sovereign bond restructuring (hair cut)
|
|
0
|
1573
|
February 22, 2021
|
|
FI - reading 24
|
|
6
|
2069
|
February 21, 2021
|
|
Fixed Income CFA Level III
|
|
4
|
1921
|
February 15, 2021
|
|
FIxed Income Basics
|
|
11
|
1912
|
February 6, 2021
|
|
Reading 21, example 2
|
|
5
|
1803
|
February 5, 2021
|
|
Reasoning behind dividing Swap BPV by 100
|
|
13
|
4429
|
February 2, 2021
|
|
Credit Spread on Corporate Bond
|
|
2
|
2239
|
January 14, 2021
|
|
Credit Spread Risk
|
|
2
|
2279
|
January 13, 2021
|
|
Money Duration Neutral
|
|
2
|
2652
|
January 10, 2021
|
|
FX Forward vs Projected Spot?
|
|
3
|
2117
|
January 3, 2021
|
|
convexity- understanding it
|
|
13
|
4962
|
December 30, 2020
|
|
Formula for money duration
|
|
16
|
4509
|
December 29, 2020
|
|
Interpolated Yield Spreads
|
|
2
|
2005
|
December 4, 2020
|
|
Contingent Immunization Q
|
|
0
|
1503
|
November 30, 2020
|
|
Carry Trade/Borrowing
|
|
0
|
1471
|
November 30, 2020
|
|
Immunization & Convexity
|
|
7
|
3368
|
November 29, 2020
|
|
Laddered, Barbell, bullet and convexity
|
|
3
|
3881
|
November 20, 2020
|
|
Money duration, pvbp confusion
|
|
7
|
2517
|
November 16, 2020
|
|
L3 - rebate rate question
|
|
2
|
3356
|
November 13, 2020
|
|
CFA Level 3 : Fixed Income : Susan Winslow case scenario
|
|
4
|
2533
|
November 12, 2020
|
|
L3 - yield income question
|
|
1
|
2116
|
November 10, 2020
|
|
Los 19.g Spread widening in quality enhanced indexing
|
|
1
|
1561
|
November 5, 2020
|