Q. Which statement is accurate?(please see photo 1) As per what’s given in core (Exhibit 24 attached below), it says that “a payer swaption decreases duration and convexity” But shouldn’t convexity increase? Payer swaption is equivalent to a puttable bond, and ...
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Can someone please help with question 12. aren’t we supposed to ignore spread0 and PD*LGD component ...
Hi Team, As per attached image solution – Why answer can not be Option C? Is it because he may work with Dragon.com on consulting basis – and not in employee employer relationship? Pls clarify Thank you, Ankush
Sir said that in case of MVO you we can make error in force casting reTURNS of asset classes that’s why criticism was there which says that asset allocation is based on input sensitivity. But Sir ...
Can someone please share a good handwritten notes of equity portfolio management?
Can u explain how is the breakeven active return 1.25, 1.25- Base fee(0.20) : 1.05 -Sharing(0.25% of 1.05) Hence base fee + sharing is approx 0.4625 as compared to standard fee of 0.35%
Not able to understand the of this question. How are they assuming interest rate is low
1. For calculating g spread, sir had mentioned in class that effective duration of corporate and treasury bonds should be same. But most of the solutions in core are interpolating based on time. So what should we follow? 2. In credit ...
Why we can’t use five year and 15 year ytm of outstanding debt to calculate interpolated ytm of 10 year then subtracting that with 10 year Treasury ytm
Is there a SSEI Created CFA Level 3 Mock test on the platform? Will it be provided?