Fixed Income reading 42: fixed income securities: defining elements

IV/ CDO - COLLATERALIZED DEBT OBLIGATIONS (LOS 45.I) ...................................................................... 51

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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

IV/ CDO - COLLATERALIZED DEBT OBLIGATIONS (LOS 45.I) ...................................................................... 51

READING 46: UNDERSTANDING FIXED-INCOME RISK & RETURN ............................................................. 53

1) Sources of return from investing in a fixed-rate bond (Los 46.a) ......................................................................... 53

2) Duration (Los 46.b

46.g, 46.j, 46.k) ................................................................................................................... 54

a) Macaulay, Modified, and Effective durations (Los 46.b, 46.c) ........................................................................... 54

Mai Nguyen
Dawn of Finance
b) Key rate duration/ Partial duration (Los 46.d) .................................................................................................... 57

c) Portfolio Duration (Los 46.f) .............................................................................................................................. 57

d) Money duration/ Dollar duration (Los 46.g) ....................................................................................................... 58

e) Price value of basis point (PVBP) (Los 46.g) ..................................................................................................... 58

f) Relationships bw duration/ interest rate risk & other factors (Los 46.e, 46.j, 46.k) ............................................ 59

3) Convexity (Los 46.h) ............................................................................................................................................... 60

4) Application of Duration & Convexity (Los 46.i, 46.l) ............................................................................................ 61

a) Estimate % price change of a bond for a specified change in yield (Los 46.i).................................................... 61

b) Estimate % price change of a bond for a specified change in (Los 46.l) ............................................................ 62

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