Оглавление
Barbara S. Petitt. Fixed Income Analysis Workbook
PART I. LEARNING OBJECTIVES, SUMMARY OVERVIEW, AND PROBLEMS
CHAPTER 1. FIXED-INCOME SECURITIES: DEFINING ELEMENTS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 2. FIXED-INCOME MARKETS: ISSUANCE, TRADING, AND FUNDING
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 3. INTRODUCTION TO FIXED-INCOME VALUATION
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 4. UNDERSTANDING FIXED-INCOME RISK AND RETURN
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 5. FUNDAMENTALS OF CREDIT ANALYSIS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 6. CREDIT ANALYSIS MODELS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 7. INTRODUCTION TO ASSET-BACKED SECURITIES
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 8. THE ARBITRAGE-FREE VALUATION FRAMEWORK
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 9. VALUATION AND ANALYSIS: BONDS WITH EMBEDDED OPTIONS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 10. THE TERM STRUCTURE AND INTEREST RATE DYNAMICS
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 11. FIXED-INCOME PORTFOLIO MANAGEMENT – PART I
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 12. FIXED-INCOME PORTFOLIO MANAGEMENT – PART II
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
CHAPTER 13. RELATIVE-VALUE METHODOLOGIES FOR GLOBAL CREDIT BOND PORTFOLIO MANAGEMENT
LEARNING OUTCOMES
SUMMARY OVERVIEW
PROBLEMS
PART II. SOLUTIONS
CHAPTER 1. FIXED-INCOME SECURITIES: DEFINING ELEMENTS
SOLUTIONS
CHAPTER 2. FIXED-INCOME MARKETS: ISSUANCE, TRADING, AND FUNDING
SOLUTIONS
CHAPTER 3. INTRODUCTION TO FIXED-INCOME VALUATION
SOLUTIONS
CHAPTER 4. UNDERSTANDING FIXED-INCOME RISK AND RETURN
SOLUTIONS
CHAPTER 5. FUNDAMENTALS OF CREDIT ANALYSIS
SOLUTIONS
CHAPTER 6. CREDIT ANALYSIS MODELS
SOLUTIONS
CHAPTER 7. INTRODUCTION TO ASSET-BACKED SECURITIES
SOLUTIONS
CHAPTER 8. THE ARBITRAGE-FREE VALUATION FRAMEWORK
SOLUTIONS
CHAPTER 9. VALUATION AND ANALYSIS: BONDS WITH EMBEDDED OPTIONS
SOLUTIONS
CHAPTER 10. THE TERM STRUCTURE AND INTEREST RATE DYNAMICS
SOLUTIONS
CHAPTER 11. FIXED-INCOME PORTFOLIO MANAGEMENT – PART I
SOLUTIONS
CHAPTER 12. FIXED-INCOME PORTFOLIO MANAGEMENT – PART II
SOLUTIONS
CHAPTER 13. RELATIVE-VALUE METHODOLOGIES FOR GLOBAL CREDIT BOND PORTFOLIO MANAGEMENT
SOLUTIONS
ABOUT THE CFA PROGRAM
Отрывок из книги
FIXED INCOME ANALYSIS WORKBOOK
Third Edition
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● Collateral backing is a way to alleviate credit risk. Secured bonds are backed by assets or financial guarantees pledged to ensure debt payment. Examples of collateral-backed bonds include collateral trust bonds, equipment trust certificates, mortgage-backed securities, and covered bonds.
● Credit enhancement can be internal or external. Examples of internal credit enhancement include subordination, overcollateralization, and excess spread. A surety bond, a bank guarantee, a letter of credit, and a cash collateral account are examples of external credit enhancement.
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