Reading 45 Credit Analysis Models: schweser vs cfai

I first want to say that there are so many formulas in this tiny chapter that I cannot imagine i am expected to know all of them. That being said my study method is schweser then cfai bb and eocs.

The schwesee example about PV of expected loss on p165 makes sense to me and I can calculate the riskless PV no problem but the risky PV always comes out slightly off and enough to cause an incorrect answer. I am hoping it is a settings issue.

Also Q 8 in the concept checkers calculates total yield in a way that I don’t understand. I thought that RFR + CS= TY and the answer in schweser isn’t.

Lastly the cfai reading does PV of expected loss differently anyone suggest one over the other?

Anyone else having this problem or have I just had too much caffeine?

note: this was typed on a phone please excuse missing words or errors.

bump

I just ran into the exact same problem… I can’t get the exact same PV(Risky) as they do.

E.G.: Time: 2 / RFrate: 0.22% / Spread 0.09% / Total: 0.31% / CF: 30 / PV(RF): 29.87 [i get this] / PV(risky): 29.68 [i get 29.81]

Also in concept checker 8 im seeing the same issue previous guy mentioned…

PMT Date: 30 Sept 20x2 / RFrate: 0.25% / Spread: 0.18% / Total Yield: 0.29%

(shouldn’t it be 0.43%?)

NVM! Level II Errata

Page: 165 - SchweserNotes Book 4, Pg.165, “PV(Risky)” column The correct values in the “PV(Risky)” column should be as follows: 0.5: 29.98, 1.00: 29.93, 1.50: 29.87, 2.00: 29.81, 2.50: 29.73, 3.00: 1017.41, Total: 1,116.73 (SchweserNotes Book 4, page 165, “Present value of expected loss” example) ( Posted: 2013-09-15)

Page: 173 - Book 4, Pg.173, “Total Yield” column The correct values in the “Total Yield” column are: 0.28%, 0.39%, 0.43%, 0.48%. The correct values in the “PV (Risky)” column are: $14.98, $14.94, $14.90, $1,005.30, Total: $1,050.13 The correct values in the “Difference” column are: $0.01, $0.03, $0.04, $4.23, Total: $4.31 The correct answer choice is still “A”. ( Posted: 2014-01-03)

So is this all that needs to be done to calculate PV(risky) at time 2 (Schweser pg 165):

N = 2

I/Y = .31

FV = 30

PMT = 0

CPT->PV?

Seems a lot simpler than I was making it if so…

thank you i just had the same exact question about the CC

Totally cannot believe how tough this Reading was…

THX! Really cured my headache!