Investing in Bonds II
Über den Vortrag
Der Vortrag „Investing in Bonds II“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Fixed Income“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- Duration Formula
- Yield Curve
- Disadvantages of a Callable/Prepayable Bond
- Reinvestment Risk
- Credit Risk and Credit Rating
- Liquidity Risk
- Exchange Rate Risk
- Inflation Risk
- Calculate the price of a callable bond and a putable bond
- Sovereign Risk and Event Risk
Dozent des Vortrages Investing in Bonds II
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
http://www.edupristine.com
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Auszüge aus dem Begleitmaterial
... the duration and dollar duration of ...
... from 9% to 10%. "Calculate the change ...
... Yield increases from 9% to ...
... duration of 9. If the yield rises to 8.8%. ...
... why duration does not account for yield-curve risk ...
... "Yield curve risk refers to the change in ...
... Yield Curve at 2pm. Yield curve at 12pm. Yield curve ...
... "With reference to a Portflolio of bonds: a non parall el shift in the yield curve will result in varying impact on short maturity and long maturity bonds, makes duration a ...
... curve will shift in a parallel fashion. The statements are most likely. A. Both statements are correct. B. Only one statement is correct. C. Both the statements are incorrect. ...
... approximation of the price sensitivity of a portfolio to parallel shifts of the yield curve. B. the market values of the bonds. C. a nonparallel shift in the yield ...
... "Ans: A". Duration is a linear approximation of a nonlinear function. The use of market values has no direct effect on the inherent limitation of the ...
... Cash flow pattern is not known with certainity II. Investor exposed to reinvestment risk III. Price appreciation potential ...
... Bond Diagram Price. Callable Bond ...
... 1. A callable bond will have a higher yield spread than a comparable putable bond. The statement is most likely. A. Correct; the call option is favorable to the issuer hen ce the bond should have a higher yield. B. Correct; the put option is favorable to ...
... the issuer hence the yield spread relative to a Treasury security should be larger than that of a ...
... An investor wants to invest in a security with the least prepayment risk. From the following list of securities he ...
... as the prepayment risk is spread over the entire portfolio of loans pooled in the pass through. CMOs or Collateralized Mortgage Obligations are a type of ...
... domestic currency upon exchange. "Exchange Rate Risk: The risk of receiving less of the domestic currency when investing in a bond that makes payments in a currency other that the manager s domestic currency is called exchange rate risk or currency risk." When you invest in a bond whose payments are not in your domestic currency, ...
... of the following situations would lead to the least return? A. Yen appreciates against the Dollar. B. Yen depreciates against the Dollar. C. Exchange rates ...
