Forecast is that yield curve will invert within next 6 months. So it means short term int rate increases, then how come put option value will fall. Plz explain
Forecast is that yield curve will invert within next 6 months. So it means short term int rate increases, then how come put option value will fall. Plz explain
Non monetary assets and liabilities are valued at historical cost and are usually translated at historical exchange rate under temporal method but when these non monetary A/L are valued using fair market value, in that case non monetary A/L should be translated at current exchange rate
Non monetary assets and liabilities are valued at historical cost and are usually translated at historical exchange rate under temporal method but when these non monetary A/L are valued using fair market value, in that case non monetary A/L should be translated at current exchange rate
If the person suspecting it is not sure then he should consult the legal counsel. If he is sure that the other employee has done a violation then he should inform it to the supervisor and disassociate himself from that employee
If the person suspecting it is not sure then he should consult the legal counsel. If he is sure that the other employee has done a violation then he should inform it to the supervisor and disassociate himself from that employee
Under IFRS, periodic pension cost = current yr service cost+ net int exp+ past service cost TPPC is the culmination of what comes in p/l+ what comes in OCI Under IFRS, OCI= Actuarial g/l+ Actual return on planned assets- expected return on planned assets Just not able to understand the solution. It'Read more
Under IFRS, periodic pension cost = current yr service cost+ net int exp+ past service cost
TPPC is the culmination of what comes in p/l+ what comes in OCI
Under IFRS, OCI= Actuarial g/l+ Actual return on planned assets- expected return on planned assets
Just not able to understand the solution. It’s different from what the formula says. Expected return on planned assets come in P/l
For calculating upfront premium, credit spread, coupon rate and duration are required. As the corporate bond is a ZCB. So it's duration would be 2 bcz it would be receiving all its cash flows at 2. CDS duration is said to be 0.75 of the duration of the bond. Hence 1.5 The corporate bond yields 6.2%Read more
For calculating upfront premium, credit spread, coupon rate and duration are required.
As the corporate bond is a ZCB. So it’s duration would be 2 bcz it would be receiving all its cash flows at 2. CDS duration is said to be 0.75 of the duration of the bond. Hence 1.5
The corporate bond yields 6.2% which is greater than 3% YTM (criteria to be recognised as a high yield bond given in the question). And high yield bond has a coupon rate of 5% (written in our notes). Hence coupon rate of 5% would be used.
The YTM of govt bond is 1.235% and credit spread is the difference between both the bonds.
Here arrangements made by Prem will not hurt Mathew's independence and objectivity bcz Prem's firm is a brokerage house, not a company Mathew will be doing research on. If it would be a target of research then Mathew's independence would be hurt bcz he has taken favours. Mathew should select the broRead more
Here arrangements made by Prem will not hurt Mathew’s independence and objectivity bcz Prem’s firm is a brokerage house, not a company Mathew will be doing research on. If it would be a target of research then Mathew’s independence would be hurt bcz he has taken favours.
Mathew should select the brokerage house which provides the best execution for his clients. Here this brokerage house is new so it would take more time to execute large transactions which would not be considered best for his clients. Hence if Mathew selects this brokerage house then his clients won’t get the best execution.
Option embedded bonds
Forecast is that yield curve will invert within next 6 months. So it means short term int rate increases, then how come put option value will fall. Plz explain
Forecast is that yield curve will invert within next 6 months. So it means short term int rate increases, then how come put option value will fall. Plz explain
See lessMultinational Operations – FRA Level 2
Non monetary assets and liabilities are valued at historical cost and are usually translated at historical exchange rate under temporal method but when these non monetary A/L are valued using fair market value, in that case non monetary A/L should be translated at current exchange rate
Non monetary assets and liabilities are valued at historical cost and are usually translated at historical exchange rate under temporal method but when these non monetary A/L are valued using fair market value, in that case non monetary A/L should be translated at current exchange rate
See lessEthics- CFA Level 2
If the person suspecting it is not sure then he should consult the legal counsel. If he is sure that the other employee has done a violation then he should inform it to the supervisor and disassociate himself from that employee
If the person suspecting it is not sure then he should consult the legal counsel. If he is sure that the other employee has done a violation then he should inform it to the supervisor and disassociate himself from that employee
See lessRealized yield with parallel shift in the yield curve
Is answer 0.5121%?
Is answer 0.5121%?
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Is answer C?
Is answer C?
See lessPeriodic Pension Cost
Under IFRS, periodic pension cost = current yr service cost+ net int exp+ past service cost TPPC is the culmination of what comes in p/l+ what comes in OCI Under IFRS, OCI= Actuarial g/l+ Actual return on planned assets- expected return on planned assets Just not able to understand the solution. It'Read more
Under IFRS, periodic pension cost = current yr service cost+ net int exp+ past service cost
TPPC is the culmination of what comes in p/l+ what comes in OCI
Under IFRS, OCI= Actuarial g/l+ Actual return on planned assets- expected return on planned assets
Just not able to understand the solution. It’s different from what the formula says. Expected return on planned assets come in P/l
See lessCredit Default Swap
For calculating upfront premium, credit spread, coupon rate and duration are required. As the corporate bond is a ZCB. So it's duration would be 2 bcz it would be receiving all its cash flows at 2. CDS duration is said to be 0.75 of the duration of the bond. Hence 1.5 The corporate bond yields 6.2%Read more
For calculating upfront premium, credit spread, coupon rate and duration are required.
As the corporate bond is a ZCB. So it’s duration would be 2 bcz it would be receiving all its cash flows at 2. CDS duration is said to be 0.75 of the duration of the bond. Hence 1.5
The corporate bond yields 6.2% which is greater than 3% YTM (criteria to be recognised as a high yield bond given in the question). And high yield bond has a coupon rate of 5% (written in our notes). Hence coupon rate of 5% would be used.
The YTM of govt bond is 1.235% and credit spread is the difference between both the bonds.
standards
Here arrangements made by Prem will not hurt Mathew's independence and objectivity bcz Prem's firm is a brokerage house, not a company Mathew will be doing research on. If it would be a target of research then Mathew's independence would be hurt bcz he has taken favours. Mathew should select the broRead more
Here arrangements made by Prem will not hurt Mathew’s independence and objectivity bcz Prem’s firm is a brokerage house, not a company Mathew will be doing research on. If it would be a target of research then Mathew’s independence would be hurt bcz he has taken favours.
Mathew should select the brokerage house which provides the best execution for his clients. Here this brokerage house is new so it would take more time to execute large transactions which would not be considered best for his clients. Hence if Mathew selects this brokerage house then his clients won’t get the best execution.
See lessEthics Standard III E: Preservation of Confidentiality
Periodic Pension Cost
Can you share what is the answer for periodic pension cost?
Can you share what is the answer for periodic pension cost?
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