Didn’t understand option A
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why have they taken periodic estimated loss in Q3? In class sir told that only spread(zero) to be periodic. Also in instantaneous case we take the full amount as periodic would be zero then. (ERRATA have no update on this)
If I do a long short strategy using CDS in HY and IG bonds where I am long HY CDS and short IG CDS then effectively am I getting 5% coupon for HY and paying 1% coupon for IG and ...
For ex 6 when the question has considered price as a determinant and yield curve is not expected to change then why in the answer have they written rolldown return is not yet considered?
How it will fall, I think it should rise
I got confused between option b and C. Both capital gains and trading opportunity would increase our tax implication. then, why C isn’t the answer? We would like capital losses to reduce our taxes. please explain
Hi team, “The lower yields on government bonds have increased the modified durations relative to corporates bond.” Here I just want to confirm my logical interpretation of above sentence. My thought process of increasing modified durations is – ” if yield falls then ...
Hi Team, One of questions is framed like this ” the cash flow yield is stated on a semi annual bond basis, meaning an annual percentage rate having a periodicity of two.” My doubt is – “whether yield is quoted in annual ...
Why demand deposit is a type 2 liability? The amount of withdrawal and the time withdrawal are unknown. How contingent convertible bond is Type 4? Is convertible bond a type 4 liability?
1.) In immunization of single liability the second condition is Da=Dl But why we consider BPVa=BPVl in case of immunization of multiple liabilities. Is the reason is that the CFY of both assets and liabilities can be different and also PVa ...