Bonds risks

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  • Lecture Money and banking - Lecture 16 include all of the following: Bonds and risk, default risk, inflation risk, interest rate risk, bond ratings, bond ratings and risk, tax effect.

    pdf27p tangtuy20 28-07-2016 10 2   Download

  • Lecture Financial markets and institutions - Chapter 8 presents the following content: Bond valuation process; relationships between coupon rate, required return, and bond price; explaining bond price movements; sensitivity of bond prices to interest rate movements; bond investment strategies used by investors; return and risk of international bonds.

    ppt38p hihihaha10 06-02-2017 5 1   Download

  • Tham khảo sách 'finacial risk manager handbook', tài chính - ngân hàng, tài chính doanh nghiệp phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

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  • A bond is a debt instrument requiring the issuer to repay to the lender / investor the amount borrowed plus interest over a specified period of time. A typical bond issue in the United States specifies a fixed date when the amount borrowed is due

    pdf303p batrinh 15-07-2009 280 152   Download

  • This book not only does an outstanding job of introducing basic bond concepts, but also introduces the reader to more sophisticated investing strategies. Sharon Wright does a fantastic job demystifying a subject many people find intimidating—this book is not only understandable, but also entertaining and fun. —Brian M. Storms, President, Prudential Investments Ms. Wright has produced an excellent, easy-to-read guide for the novice bond investor. The book is well organized and allows its readers to identify and focus in on the security types most suitable for them....

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  • In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems.

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  • Bài giảng Chapter 6: Bonds and Their Valuation presents of key features of bonds, bond valuation, measuring yield, assessing risk.

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  • When interest rates fall steadily and continuously, corporations may be able to save money by refunding their existing bond issues. According to Boyce and Kalotay [2], the accepted wisdom is to refund a bond issue when interest rates fall 1% below the coupon rate on the existing bond. However, the refunding decision is in reality a complicated one.

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  • This paper studies the maturity composition and the term structure of interest rate spreads of government debt in emerging markets. In the data, when interest rate spreads rise, debt maturity shortens and the spread on short-term bonds is higher than on long-term bonds. To account for this pattern, we build a dynamic model of international borrowing with endogenous default and multiple maturities of debt.

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  • Lecture Money and banking - Lecture 10: Bond pricing and risk presents the following content: Application of present value concept (bond bricing), real vs nominal interest rates, risk, characteristics, measurement.

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  • Lecture Money and banking - Lecture 12 include all of the following: Sources of risk, idiosyncratic, systematic, reducing risk through diversification, hedging risk, spreading risk, bond and bond pricing.

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  • Lecture Money and banking - Lecture 15: Shifts in equilibrium in the bond market and risk presents the following content: Shifts in equilibrium in bond market, bond and risk, default risk, inflation risk, interest rate risk.

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  • In this chapter, students will be able to understand: Describe various types of risk to which investors are exposed, as well as the sources of return; know how to search for an acceptable investment on the basis of risk, total return, and yield; discuss the merits of investing in common stock and be able to distinguish among the different types of stocks;...

    ppt35p estupendo2 12-08-2016 14 2   Download

  • Lecture Fundamentals of financial management - Chapter 7: Bonds and their valuation. This chapter presents the following content: Key features of bonds, bond valuation, measuring yield, assessing risk.

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  • The Council of Development Finance Agencies is a national association dedicated to the advancement of development finance concerns and interests. CDFA is comprised of the nation’s leading and most knowledgeable members of the development finance community representing over 300 public, private, and non-profit development entities. CDFA communicates with nearly 20,000 development finance stakeholders on a weekly basis.

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  • We study time variation in expected excess bond returns. We run regressions of one-year excess returns on initial forward rates. We find that a single factor, a single tent-shaped linear combination of forward rates, predicts excess returns on one- to five-year maturity bonds with R2 up to 0.44. The return-forecasting factor is countercyclical and forecasts stock returns. An important component of the returnforecasting factor is unrelated to the level, slope, and curvature movements described by most term structure models.

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  • (BQ) Part 1 book "Corporate bond portfolio management" has contents: Features of corporate bonds, analysis of convertible bonds, measuring interest rate risk, corporate spread curve strategies, general principles of corporate bond valuation and yield measures,...and other contents.

    pdf173p bautroibinhyen21 14-03-2017 3 1   Download

  • (BQ) Part 2 book "Corporate bond portfolio management" has contents: Introduction to corporate bond credit analysis, valuation of subordinated structures, early redemption features, credit risk and embedded options, a rating transition framework for corporate bond strategy,...and other contents.

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  • (BQ) Part 2 book "Principles of risk management and insurance" has contents: Social insurance, the liability risk, homeowners insurance, section II, auto insurance, auto insurance and society, other property and liability insurance coverages, commercial property insurance, crime insurance and surety bonds,...and other contents.

    pdf408p bautroibinhyen22 22-03-2017 4 1   Download

  • (BQ) Part 2 book "Bond markets, analysis, and strategies" has contents: Interest-Rate models, analysis of bonds with embedded options; analysis of residential mortgage–backed securities; analysis of convertible bonds; analysis of convertible bonds, credit risk modeling,...and other contents.

    pdf439p bautroibinhyen23 02-04-2017 1 1   Download

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