How we are hedging our credit risk by going short in the Credit Default Swap as we are long in the bond?
SSEI QForum Latest Questions
Ajay AgarwalAdvanced
Please explain receiver volatility swap? Please explain the solution?
Chetan GoyalThe Official Nerd
Why have they multiplied with the growth rate twice?
Chetan GoyalThe Official Nerd
The solution says distressed securities, but they wanted a strategy with no concern about liquidity as well. As far as my understanding goes, distressed securities cannot be concerned a liquid strategy
There is this Example in curriculum..related to convertible Arbitrage..I dont understand why are we not considering coupon payment of 1 in profit calculation of Ques 2 but considering that in ques 3. The coupon related info is not part of ...
Shailja TayalIntermediate
In qus 3rd from Core practice problems, Shaindy have to choose Equity related strategy except long/short. Why she choose ENM (mkt nutral) strategy instead of Short biased/dedicated short. They said large increase in int. Rate and geographical tension then mkt forecasting that ...
aanchal55Advanced
Which research finding by Lawson best explains the risks associated with distressed investing? A. Return distributions are smoothed and can create problems determining correlations with other asset classes. B. Distressed investing entails high levels of illiquidity and may involve mark-to-market ...
Why Tactical asset allocation is not possible in case of private equity and private assets?
I have written this about credit issues & in the explanation they have written something else. Will my this ans not work? Do I need to adopt institute’s write up only or this ans will also do?
I have written like this but here in their explanation in the justification part they have explained about the strategies too; so do I also need to explain about the strategies in justification part when these types of questions comes ...
