In the first class of Liability Driven and Index Based Strategies, sir says that the timing of DB plan is uncertain. Can someone elaborate it? I’m getting a little confused
SSEI QForum Latest Questions
Can anyone please verify whether this calculation has been wrongly done or not? If it is correctly done, can you please guide me as to how the excess return calculation of BBB bond has been done. Thanks in ...
Can someone please tell me why the answer is C ?
The formula for price of a CDS is 1+((Fixed coupons – CDS Spread)*Effective Spread Duration) However in this example they have done 1-((Fixed Coupon – CDS spread)*Effective Spread Duration) for the CDS Seller. Can Someone Explain
Money Duration = MV * Modified Duration. But in one answer in CFA Mock 2 session 1 they have calculated money Duration as = MV *MD*.01- Y this 0.01? Can anyone pleease clarify
If there is instantaneous change in spread, then do we need to deduct PD × LGD ? Core me ek do questions me usne deduct kiya hua h lekin sir ne notes likhwaya h that we don’t have to deduct PD ...
Question no 21. Correct answer: A Can anyone please show me the calculations on how they are getting to this answer. The answer given in the core is not satisfactory. Thanks in advance
Should we take Spread0 and (PODxLGD) for an instantaneous change in yield or not? In some places curriculum has taken Spread0 for an instantaneous change in yield but in some places it hasn’t. I personally think that we shouldn’t take Spread0 ...
Can you please solve this sum for me? I am not getting how are they calculating the MD. Thank you!