The yield curve risk is how your portfolio will react with different exposures based on how the yield curve shifts.
http://www.investopedia.com/study-guide/cfa-exam/level-1/fixed-income/cfa11.asp
Subscribe to:
Post Comments (Atom)
Labels
- Alternative-investments (18)
- Blog objective (1)
- Concept directory (1)
- Derivative Investments (20)
- Equity investment analysis (7)
- Ethical and Professional Standards (9)
- Fixed income securities (17)
- Fixed income securities-basics (9)
- LOS (7)
- Prescribed readings (1)
- Syllabus (7)
- Videos (1)
- Web-sites (1)
Blog Archive
-
▼
2008
(95)
-
▼
March
(41)
- Reading 58: Equity: Concepts and Techniques
- Reading 59: Company Analysis and Stock Valuation
- Types of Stocks
- 59-b-apse
- Reading 60: An Introduction to Security Valuation:...
- Earnings Multiplier Model from DDM
- Components of Investor's Required Rate of Return
- Reading 61: Introduction to Price Multiple
- Price to Cash Flow Valuation Multiple
- STUDY SESSION 14 ANALYSIS OF EQUITY INVESTMENTS:
- STUDY SESSION 15 Fixed Income Investments
- Yield Curve Risk
- Disadvantages of Callable Securities
- Reinvestment Risk
- Credit Risk
- Liquidity Risk
- Exchange Rate Risk
- Inflation Risk;
- Reading 65: Understanding Yield Spreads
- Monetary policy in an environment of global financ...
- STUDY SESSION 15 Fixed Income Investments
- STUDY SESSION 16 ANALYSIS OF FIXED INCOME
- LOS 67 Introduction to the Valuation of Debt Secur...
- Estimating Expected Cash Flows - Difficulties
- Computing Value of Bond for a Change in Dicount Rate
- Price of a Bond near Maturity Date
- Arbitrage-free Valuation Approach Bonds
- LOS 68 Yield Measures, Spot Rates, and Forward Rates
- Traditional Yield Measures for Bonds
- Reinvestment Income and Reinvestment Risk
- Option Adjusted Spread
- OAS - Option Cost Relation
- LOS 69 Interest Rate Risk Measurement
- c. describe positive convexity, negative convexity...
- Duration Measures
- Duration of a bond portfolio
- Convexity of a bond
- Modified Convexity and Effective Convexity
- Price value of a basis point (PVBP) Fixed Income S...
- STUDY SESSION 16 ANALYSIS OF FIXED INCOME
- Study Session 17 Derivative Investments - LOS
-
▼
March
(41)
About Me
- KVSSNRao
- Presently developing blogs to accmulate relevant materials in various subjects that I teach.
No comments:
Post a Comment