Fixed Income reading 42: fixed income securities: defining elements

) Structured financial instruments (Los 43.h) .......................................................................................................... 20

tải về 2.83 Mb.

Chế độ xem pdf

trang	4/90
Chuyển đổi dữ liệu	25.07.2022
Kích	2.83 Mb.
	#52729

1 2 3 4 5 6 7 8 9 ... 90

1. Fixed Income - Slide
Đề bài Thiết kế dây truyền sợi pha Cotton Pes 67 33 N44 làm sợi dọc dệt vải sản lượng 15000 tấn năm

6) Structured financial instruments (Los 43.h) .......................................................................................................... 20

a) Yield enhancement instruments .......................................................................................................................... 20

b) Capital protected instruments ............................................................................................................................. 20

c) Participation instruments ..................................................................................................................................... 20

d) Leveraged instruments ........................................................................................................................................ 21

7) Short-term funding alternatives available to banks (Los 43.i) .............................................................................. 21

a) Retail funds (Customer deposits/ Retail deposits)............................................................................................... 21

b) Wholesale funds .................................................................................................................................................. 21

c) Repurchase agreements (repos) (Los 43.j) .......................................................................................................... 22

READING 44: INTRODUCTION TO FIXED INCOME VALUATION ................................................................. 24

1) Bond’s price (Los 44.a

44.e) .............................................................................................................................. 24

a) Calculation of bond’s price given a market discount rate (Los 44.a) .................................................................. 24

b) Relationships (Los 44.b) ..................................................................................................................................... 24

c) Calculation of bond’s price given spot rates (Los 44.c) ...................................................................................... 25

d) Calculation of flat price, accrued interest & full price of a bond (Los 44.d) ...................................................... 25

e) Calculation of non-traded bond’s price – Matrix pricing (Los 44.e) .................................................................. 28

2) Yield ......................................................................................................................................................................... 29

a) Yield measures (Los 44.f, 44.g, 44.h) ................................................................................................................. 29

b) Yield curve (Los 44.i) ......................................................................................................................................... 34

c) Forward rate ........................................................................................................................................................ 35

d) Yield spread (Los 44.k)....................................................................................................................................... 36

tải về 2.83 Mb.

Chia sẻ với bạn bè của bạn:

1 2 3 4 5 6 7 8 9 ... 90