|
Immunization of single liability
|
|
4
|
2277
|
April 9, 2021
|
|
OAS for Putable bond should be lower instead?
|
|
6
|
3166
|
April 3, 2021
|
|
CFA level 3 - Fixed Income - Example 4 - Tightening of Spread concept for Inter Market trade
|
|
1
|
1598
|
April 2, 2021
|
|
CFA level 3 - Fixed Income - Example 4 - Question 3 - Cost and Benefits of Asset Swap
|
|
1
|
1892
|
April 2, 2021
|
|
Reading 11 BB1 p.221 - 2 yr reinvestment rate
|
|
4
|
1882
|
March 2, 2021
|
|
Cheapest to delivery (ctd) bond determination
|
|
0
|
1650
|
March 26, 2021
|
|
A systemic shock to the banking sector increases bank's asset duration?
|
|
3
|
2146
|
March 23, 2021
|
|
What if NIS > NIM and NIS < NIM. What does it imply?
|
|
0
|
1799
|
March 14, 2021
|
|
Continuation of Winslow case
|
|
4
|
2230
|
March 9, 2021
|
|
Practice Problems 23-32 Reading 24 Cost of hedging a bond
|
|
3
|
2292
|
March 8, 2021
|
|
Schweser Qbank - Fixed income - Spot vs Forward
|
|
3
|
1829
|
February 24, 2021
|
|
Net discount rate including growth
|
|
3
|
2089
|
February 23, 2021
|
|
Why does too much collaterals in the money market push the short yield down?
|
|
1
|
1682
|
February 23, 2021
|
|
How to calculate the recovery value of sovereign bond restructuring (hair cut)
|
|
0
|
1657
|
February 22, 2021
|
|
FI - reading 24
|
|
6
|
2152
|
February 21, 2021
|
|
Fixed Income CFA Level III
|
|
4
|
1983
|
February 15, 2021
|
|
FIxed Income Basics
|
|
11
|
1962
|
February 6, 2021
|
|
Reading 21, example 2
|
|
5
|
1860
|
February 5, 2021
|
|
Reasoning behind dividing Swap BPV by 100
|
|
13
|
4835
|
February 2, 2021
|
|
Credit Spread on Corporate Bond
|
|
2
|
2293
|
January 14, 2021
|
|
Credit Spread Risk
|
|
2
|
2354
|
January 13, 2021
|
|
Money Duration Neutral
|
|
2
|
2761
|
January 10, 2021
|
|
FX Forward vs Projected Spot?
|
|
3
|
2182
|
January 3, 2021
|
|
convexity- understanding it
|
|
13
|
5493
|
December 30, 2020
|
|
Formula for money duration
|
|
16
|
4995
|
December 29, 2020
|
|
Interpolated Yield Spreads
|
|
2
|
2133
|
December 4, 2020
|
|
Contingent Immunization Q
|
|
0
|
1575
|
November 30, 2020
|
|
Carry Trade/Borrowing
|
|
0
|
1516
|
November 30, 2020
|
|
Immunization & Convexity
|
|
7
|
3892
|
November 29, 2020
|
|
Laddered, Barbell, bullet and convexity
|
|
3
|
4498
|
November 20, 2020
|