If monetary and fiscal policy is expansionary…. what would be the effect on equity and bond markets? I am finding this a little confusing that if monetary and fiscal are expansionary the equity market will do well as due to yield ...
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Using Exhibits 1 and 2 and incorporating the high-water mark feature, the fee for Fund ABC in Year 3 is closest to: A. 4.15%. B. 4.40%. C. 4.55%.
A fixed-income manager is considering a foreign currency fixed-income investment in a relatively high-yielding market, where she expects bear flattening to occur in the near future and her lower-yielding domestic yield curve to remain stable and upward-sloping. Under this scenario, ...
In the credit strategies portion, when we were calculating percentage change in bond price in CDS, for ex we bought a CDS at 109 ( i.e short on bond at 109) and we sold the CDS later at 104( i.e ...
Why is the semi annual bond convexity divided by 4 to get the annual convexity, can anyone explain me with a reasoning.
Can anyone please tell how is the relation between the duration and YTM of a bond interpreted. I had did this is Level 2 but I am not able to recollect the concept. I came across a case study in Level ...
In Structured data there is a step data preparation and data wrangling. Is outlier treatment a part of data preparation and scaling a part of data wrangling, or both outlier and scaling a part of data wrangling. In main class outlier was ...
How is a long on int rate call and short on int rate put at the same strike price is called long FRA i.e receive floating and pay fix. I understood the receiving floating part but cannot recall the pay fix ...
Mehta, who is based in Hong Kong SAR and requires a €25,000,000 one-year bridge loan to fund operations in Germany. He wants to fund this loan at a competitive rate. Riley advises Mehta to borrow in HK dollars and enter ...
r Model of Term Structure Time to Maturity (years) Factor 5 20 Level −0.4352% −0.5128% Steepness −0.0515% −0.3015% Curvature 0.3963% 0.5227% Note: Entries indicate how yields would change for a one standard deviation increase in a factor. Winter asks Madison to perform two analyses: Analysis 1: Calculate the expected change in ...