how in convertibile arbitrage, widening of credit spread will affect the strategy, like what would be the best answer in AM session. like if credit spread rises, yield will rise therefore price of our bond will fall, but conversion ratio ...
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whats the reason of the highlighted sentences in the photo, i understood about the on the run bonds , as it is now off the run bonds, as it became old and therefore yield increases and prices will fall, but ...
if they need to set aside the fund for real asset, shouldnt we hold in cash, as when they call, if invested in public reit, we wont be pay on the same day.
How the highlighted statement is wrong? The bond do moves to par, due to pull to par effect, which part of the sentence is wrong there?
this is the 2nd question i saw in candidate resource where for instantenous, they are considering expected loss(pod*lgd) as well, but we should take only (change in soread*duration) right?
why the currency effect is multiplicative in the calculation for E(r), what are the reason behind the additive and multiplicative, like what are factors deciding if one needs to be added or multiplied?
how it comes to a 16 bips, it should’nt be 16% instead? is 2.33 should be taken as ...
this is the 2nd question i saw in candidate resource where for instantenous, they are considering expected loss(pod*lgd) as well, but we should take only (change in soread*duration) right?