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Search results “Z spread on bonds”
CFA : Fixed Income: Concept of Z- Spread
 
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http://www.fintreeindia.com (FinTree website link) We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! In this video you you will understand the concept of Z-Spread from Fixed income with clear explaination. This Video was recorded during a one of the CFA Classes in Pune by Mr. Utkarsh Jain. FB Page link :http://www.facebook.com/Fintree
Views: 16438 FinTree
FRM: Z-spread (versus bond's nominal credit spread)
 
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(Please note: spreadsheet is available on the website). A nominal credit spread is the difference in yields (YTM), which are single factors; therefore, implicitly, the nominal spread compares flat curves. The Z-spread improves by giving the spread that adds across the entire spot (zero) rate curve; if the Z-spread is added to all points on the theoretical spot rate curve, the shift curve discounts the bond's cash flows to a present value that equals the bond's market price. In this way, the Z-spread represents compensation for credit risk across the entire curve. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 24571 Bionic Turtle
Relationship - Z Spread & Bond Spreads !!
 
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Members :: Treasury Consulting LLP Pleased to Present Video Titled - " Relationship - Z Spread & Bond Spreads !! ".Video would be covering relationship between Z Spread and Bond Spreads. Video is also covering an example of Z Spread vs. Bond Spreads. You are most welcome to connect with us at 91-9899242978 (Handheld) , [email protected] , [email protected] , Skype ID ~ Rahul5327 , Twitter @ Rahumagan8 or our website - www.treasuryconsulting.in
What is Z-SPREAD? What does Z-SPREAD mean? Z-SPREAD meaning, definition & explanation
 
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What is Z-SPREAD? What does Z-SPREAD mean? Z-SPREAD meaning - Z-SPREAD definition - Z-SPREAD explanation. Source: Wikipedia.org article, adapted under https://creativecommons.org/licenses/by-sa/3.0/ license. The Z-spread, ZSPRD, zero-volatility spread or yield curve spread of a mortgage-backed security (MBS) is the parallel shift or spread over the zero-coupon Treasury yield curve required for discounting a pre-determined cash flow schedule to arrive at its present market price. The Z-spread is also widely used in the credit default swap (CDS) market as a measure of credit spread that is relatively insensitive to the particulars of specific corporate or government bonds. Since the Z-spread uses the entire yield curve to value the individual cash flows of a bond, it provides a more-realistic valuation than an interpolated yield spread based on a single point of the curve, such as the bond's final maturity date or weighted-average life. However, the Z-spread does not incorporate variability in cash flows, so a fuller valuation of a rate-dependent security often requires the more-realistic (and more-complicated) option-adjusted spread. For mortgage-backed securities, a projected prepayment rate tends to be stated; for example, the PSA assumption for a particular MBS might equate a particular group of mortgages to an 8-year amortizing bond with 6% mortality per annum. This gives a single series of nominal cash flows, as if the MBS were a riskless bond. If these payments are discounted to net present value (NPV) with a riskless zero-coupon Treasury yield curve, the sum of their values will tend to overestimate the market price of the MBS. This difference arises because the MBS market price incorporates additional factors such as liquidity and credit risk and embedded option cost. The Z-spread of a bond is the number of basis points (bp) that one needs to add to the Treasury yield curve (or technically to Treasury forward rates), so that the NPV of the bond cash flows (using the adjusted yield curve) equals the market price of the bond (including accrued interest). The spread is calculated iteratively.
Views: 1763 The Audiopedia
Tim Bennett Explains: Fixed Income Bond Market Red Flags - Yield spreads
 
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Bond markets can be one of the first places to look for signs of trouble. In this short video I introduce and explain a key warning indicator – the yield spread.
Views: 5904 Killik & Co
Credit spreads - MoneyWeek Investment Tutorials
 
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Like this MoneyWeek Video? Want to find out more on credit spreads? Go to: http://www.moneyweekvideos.com/credit-spreads/ now and you'll get free bonus material on this topic, plus a whole host of other videos. Search our whole archive of useful MoneyWeek Videos, including: · The six numbers every investor should know... http://www.moneyweekvideos.com/six-numbers-every-investor-should-know/ · What is GDP? http://www.moneyweekvideos.com/what-is-gdp/ · Why does Starbucks pay so little tax? http://www.moneyweekvideos.com/why-does-starbucks-pay-so-little-tax/ · How capital gains tax works... http://www.moneyweekvideos.com/how-capital-gains-tax-works/ · What is money laundering? http://www.moneyweekvideos.com/what-is-money-laundering/
Views: 19682 MoneyWeek
The Riskless Yield Curve & Credit Spreads, Lecture 017, Security Investments 101, Video 00019
 
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In today's lecture, we examine the 'special' yield curve known as the 'riskless' yield curve and how we define it and its terms. Once we have this special yield curve defined, we then talk about credit spreads, which are essentially the difference in yields between bonds of the same maturity, particularly as compared to the riskless yield curve. Previous lecture: http://www.youtube.com/watch?v=tZwChe0WvO4 Next lecture: http://www.youtube.com/watch?v=iAbD-T2GfnE For financial education from London to Singapore and beyond, please contact MithrilMoney via the following website: http://mithrilmoney.com/ This MithrilMoney lecture was delivered by Andy Duncan, CQF. Please read our disclaimer: http://mithrilmoney.com/disclaimer/
Views: 7086 MithrilMoney
CFA Level III  Fixed Income - Essential Concepts from CFA Level I and CFA Level II
 
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FinTree website link: http://www.fintreeindia.com Valuation of annual coupon bond Valuation of semi-annual coupon bond Duration -Modified Duration -Macaulay's duration -Price value of a Basis Point -Key Rate Duration(Level II) Understanding Spreads -G spread/Nominal Spread -I Spread -Z Spread -Option Adjusted Spread Bond Immunization FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level III Classes in Pune (India).
Views: 9707 FinTree
Understanding credit spread duration and its impact on bond prices
 
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M&G’s Mario Eisenegger explains the basic dynamics of credit spread duration, a measure of how sensitive a bond’s price is to movements in credit spreads The video highlights the two drivers of credit spread duration; the coupon and maturity. Using some examples, we look at how coupon size and maturity periods impact a bond’s sensitivity to changes in spreads Finally, credit risk and credit spread duration are often mistaken for the same thing. Mario clarifies the difference between them
Views: 2580 Bond Vigilantes
What is the Z spread
 
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What is the Z spread - Find out more explanation for : 'What is the Z spread' only from this channel. Information Source: google
Views: 29 moibrad3b
Bond DV01 and duration
 
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The DV01 gives us the dollar change in bond price for a one basis point decline in the rate. We typically assume yield (YTM) is the rate change, so as Tuckman explains this is technically a yield-based DV01; i.e., we could instead shock spot or forward rates instead.
Views: 39396 Bionic Turtle
Bonds Default Risk and Credit Ratings
 
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Bond default risk; bond credit ratings; determinants of credit ratings; yield spreads of corporate and municipal bonds over Treasuries
Views: 1564 Elinda Kiss
What is the G spread
 
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What is the G spread - Find out more explanation for : 'What is the G spread' only from this channel. Information Source: google
Economy & Bond Credit Spreads
 
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R. Sivakumar, Head Fixed Income sharing his view on what is happening in Bonds Market
Views: 281 Axis Mutual Fund
Spread Betting Bonds and Treasuries
 
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Spread Betting Bonds and Interest Rates. David White from Spreadex and David Jones from IG Index comment. We've had a bond rally for the past 30 years where interest rates across the developed world have been falling in sympathy with a very competitive bond market. The bond market is believed to be less risky than the equity market.
Views: 367 UKspreadbetting
What is MOB (Municipal-Over-Bond) Spread?
 
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Welcome to the Investors Trading Academy talking glossary of financial terms and events. Our word of the day is “MOB - (Municipal-Over-Bond) Spread” The MOB spread is the difference in price between municipal bond futures and Treasury bond futures. The muni futures contract is the "municipal" in MOB, and the Treasury contract is the "bond." When the muni contract is rising faster or falling more slowly) than the Treasury contract, the MOB spread will rise, or widen. Conversely, when the Treasury contract is outperforming the muni contract, the MOB spread will fall, or narrow. To profit from a rising MOB spread, a trader would pair a long position in the muni contract with a short position in the Treasury contract. Even if both contracts went up in price, as long as the muni contract outperformed the Treasury contract the trade would be profitable. Conversely, to profit from a falling MOB spread, a trader would pair a short position in the muni contract with a long position in the Treasury contract. The Treasury contract tracks the price of a 30-year Treasury bond. The muni contract tracks the price of an index of muni bonds. Interest rates are a major cause of shifts in the MOB spread. That is because the Treasury bond tracked by the Treasury futures contract is noncallable. By contrast, most muni bonds are callable. When interest rates fall, noncallable bonds outperform callable bonds. So when interest rates fall, the MOB spread typically falls. Changes in the muni index can also cause of shifts in the MOB spread. The index is regularly reconfigured to incorporate newly-issued munis and kick out older bonds. By Barry Norman, Investors Trading Academy
Trading Bond Spreads: Ted Spread Analysis
 
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Get your guide on Spread Trading: https://payhip.com/b/bNTE http://euribortrader.blogspot.com Yield curve Analysis Euribor against Shatz
Views: 1562 Rajen Kapadia
Invoice Spread (Eris 7yr vs CTD Treasury Future)
 
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Trading Technologies
Views: 219 Tech Talks (TT)
Bond convexity
 
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Just as (Macaulay) duration is weighted average maturity of bond, convexity is weighted average of maturity-squares of a bond (where weights are PV of bond cash flows). Dollar convexity is also the second derivative (d^2P/dy^2); i.e., the rate of change of dollar duration. Note: the corresponding blog entry at our website contains the downloadable spreadsheet I used here.
Views: 50598 Bionic Turtle
CFA Level II-Fixed Income- Valuation of Bonds with Embedded Options- Part I
 
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FinTree website link: http://www.fintreeindia.com FB Page link :http://www.facebook.com/Fin... We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our popular trainer for CFA, Mr. Utkarsh Jain, during one of his live CFA Level I Classes in Pune (India).
Views: 11108 FinTree
Treasury bond prices and yields | Stocks and bonds | Finance & Capital Markets | Khan Academy
 
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Why yields go down when prices go up. Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/annual-interest-varying-with-debt-maturity?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/relationship-between-bond-prices-and-interest-rates?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Finance and capital markets on Khan Academy: Both corporations and governments can borrow money by selling bonds. This tutorial explains how this works and how bond prices relate to interest rates. In general, understanding this not only helps you with your own investing, but gives you a lens on the entire global economy. About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content. For free. For everyone. Forever. #YouCanLearnAnything Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy
Views: 235714 Khan Academy
[BOND FUTURES] Have you heard of NOL spread? CME, Trading Bond, Futures, How to trade Bond Futures
 
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Let me show the Correct Way to Trade Bond Futures Jonathan teaches how to trade bond futures in the same way the CME does, by using the US interest rate yield curve. In this video we look at the NOB spread, the BUB spread and the NOL spread. trading futures contract options trading
Views: 396 Jonathan Rose
FRM: Bond duration (introduction)
 
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Using a simple zero-coupon bond, I illustrate bond duration. We have a few variations, including weighted average time to cash flow, but the best way to view duration is as a SENSITIVITY: the % change in bond price given a % change in yield (YTM). For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 112624 Bionic Turtle
Relationship between bond prices and interest rates | Finance & Capital Markets | Khan Academy
 
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Why bond prices move inversely to changes in interest rate. Created by Sal Khan. Watch the next lesson: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/treasury-bond-prices-and-yields?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Missed the previous lesson? Watch here: https://www.khanacademy.org/economics-finance-domain/core-finance/stock-and-bonds/bonds-tutorial/v/introduction-to-the-yield-curve?utm_source=YT&utm_medium=Desc&utm_campaign=financeandcapitalmarkets Finance and capital markets on Khan Academy: Both corporations and governments can borrow money by selling bonds. This tutorial explains how this works and how bond prices relate to interest rates. In general, understanding this not only helps you with your own investing, but gives you a lens on the entire global economy. About Khan Academy: Khan Academy offers practice exercises, instructional videos, and a personalized learning dashboard that empower learners to study at their own pace in and outside of the classroom. We tackle math, science, computer programming, history, art history, economics, and more. Our math missions guide learners from kindergarten to calculus using state-of-the-art, adaptive technology that identifies strengths and learning gaps. We've also partnered with institutions like NASA, The Museum of Modern Art, The California Academy of Sciences, and MIT to offer specialized content. For free. For everyone. Forever. #YouCanLearnAnything Subscribe to Khan Academy’s Finance and Capital Markets channel: https://www.youtube.com/channel/UCQ1Rt02HirUvBK2D2-ZO_2g?sub_confirmation=1 Subscribe to Khan Academy: https://www.youtube.com/subscription_center?add_user=khanacademy
Views: 496175 Khan Academy
Betting on Long Term Interest Rates: Bonds
 
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Spread betting on bonds http://www.financial-spread-betting.com/Spread-bet-bonds.html Betting on long term interest rates. When spread betting you can usually bet on short term interest rates or long term interest rates which relate to government bond issues. Government bonds are fixed interest securities.
Views: 420 UKspreadbetting
B is for Bonds - The Elite Investor Club's A - Z of Investing
 
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To Join the Elite Investor Club, head over to http://www.eliteinvestorclub.com/ Welcome back to the Elite Investor Club’s A to Z of investing. I hope you’ve taken steps to sort out your asset allocation. In this episode we’re going to cover one of the biggest asset classes of all and one of the most misunderstood – bonds! Don’t be fooled by the official sounding language. A bond is quite simply a loan. It’s usually either a loan to a government or a loan to a company. Companies need money to expand their operations, develop and launch new products or acquire other companies. Governments need money because politicians are incapable of living within their means, spend money they don’t have to meet their promises to their cronies and hope that there are enough suckers in the bond markets to buy their loans at pathetically low rates of interest. So far, sadly, they’ve been proved right. The global bond market is enormous and is dominated by America, where short term loans of less than a year are called Treasury bills or T bills. Those that mature in one to ten years are T Notes and the really long term ones that can go up to thirty years are called Treasury Bonds. In the UK these government bonds are known as gilts, presumably because the government is guilty about how little interest they pay. What you’re buying as an investor is a guaranteed future stream of income, called the coupon, and the return of your capital or principle at the end of the term of the bond which can be anything from a few months to several decades. Unlike shares, you don’t own a piece of the company or the government, you just become a source of funds for them. Bonds can trade at more than their face value, a premium, or below it, at a discount. Like any asset, bonds are worth whatever someone else is prepared to pay for them. They will take into account the interest rate or yield and their view of inflation or deflation in the years ahead in arriving at the price they think those specific bonds are worth in today’s money. This where it can get confusing. If you invested ten thousand pounds in a bond paying one per cent interest for the next ten years, that’s £100 a year for ten years. What if interest rates on the next batch of bonds were to pay two per cent interest? That means I can come along with my ten thousand pounds and buy two hundred pounds a year income. The most I’d be prepared to pay for your bond is five thousand pounds, because I now want a yield of two per cent on my capital. So, when interest rates go up, bond prices come down. Conversely, when all sorts of institutions like pension funds are told by their regulators to switch from ‘risky’ stocks and shares to ‘safe’ bonds, we see so much money chasing safe bonds that the prices go sky high and the yields become zero or even negative! Even some of the basket case countries of Southern Europe are able to sell their bonds at interest rates that in no way reflect the risk of a potential default. So we now have this situation where bond prices are at a forty year high based on record low interest rates. We all have to play a guessing game about when the Bank of England in the UK or, more importantly, the Federal Reserve in America, decides to raise interest rates. Because the likely result of an interest rate rise will be a crash in bond prices. Any such crash will be exacerbated by the lack of liquidity in the market, but that’s a concept we’ll look at another time. In the world of loans to companies, corporate bonds, we’ve seen a similarly disturbing trend. Bond prices have risen significantly even for companies with poor credit ratings whose bonds are given the rather unflattering name, junk bonds. Very small companies have been successfully offering mini bonds, while at the micro company level you could even regard crowd-lending as a form of corporate bond. In all cases you have to balance the interest rate being offered with the likelihood of the company being around and able to repay your capital at the end of the bond period. If you’re new to investing, the only way you should hold bonds is within broadly diversified funds within the kind of asset allocation we discussed in the previous episode. If you’re an experienced investor, now might be the time to research strategies for shorting some of the major bond markets, either through spread betting or through leveraged ETFs that give you the chance to place a Put option on the bond markets. The bond market is too big to ignore, but at this moment in history I urge you to approach with care!
Views: 1598 Elite Investor TV
Bond Yield Curve Spread Trading: Shatz Bund
 
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Want a mentor? http://www.tradingthespread.com A look at the drop in the 2s 10s spread as the Bund pushed above 140, and the subsequent bounce on the back of the 3Y LTRO
Views: 1221 Rajen Kapadia
362. The Cosmic Bond Spread | Happy Valentine's Day!
 
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This spread is suitable for Tarot or Oracle decks - it's totally down to your preference. It can be used to help you to navigate both romantic and non-romantic relationships, as well as those awkward ones which don't really know what the heck they wanna be! SPREAD POSITIONS: 1. Snapshot of the 'core energy' of the connection right now 2. What you may have to teach/offer them 3. What they may have to teach/offer you 4. How to play your part to enrich the connection and help it to flourish 5. Your possible strengths and super powers as a duo 6. Your potential weaknesses and issues as a duo 7. How to promote the outcome that you desire / advice for long-term success __________ Check out my two videos about reading 'negative' cards: pt 1: https://www.youtube.com/watch?v=ryLht-Z12ZU pt 2: https://www.youtube.com/watch?v=dZWSnn5hr3w ___________ Cosmic Bond Reading over at my store: http://www.kelly-annmaddox.com/p/sh.html#!/ON-SALE-Cosmic-Bond/p/79798067/category=15352017 CHECK OUT THE REST OF THE SALE SECTION: http://www.kelly-annmaddox.com/p/sh.html#!/ON-SALE/c/15352017/offset=0&sort=normal _______________________________ #blacklivesmatter http://blacklivesmatter.com/ http://www.twocc.us/ http://www.blackgirlsrockinc.com/ #waterislife http://www.nodapl.life/ https://waterprotectorlegal.org/ http://www.nativeorganizing.org/ http://standwithstandingrock.net/ _______________________________ Visit my online home and shop: http://www.kelly-annmaddox.com/ Connect with me on Facebook: https://www.facebook.com/Kelly-Ann-Maddox-293447970667091/?ref=tn_tnmn Follow me on Twitter: https://twitter.com/kellyannmaddox Follow me on Instagram: http://instagram.com/kellyann_maddox/ Listen to me on Soundcloud: https://soundcloud.com/k-f-maddox Hang out with me on Periscope: http://www.periscope.tv/KellyAnnMaddox Send me snail mail at: Kelly-Ann Maddox 83 Ducie Street Manchester M1 2JQ UK
Views: 2695 Kelly-Ann Maddox
dada z so spread'om
 
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Views: 64 kaws
mambocurveV1 1
 
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The yield curve mambo with an interpolated 7 yr spread.
Views: 1871 Nick Gogerty
Calculating bond’s yield to maturity using excel
 
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Calculating bond’s yield to maturity using excel
Views: 8113 InLecture
What is SWAP SPREAD? What does SWAP SPREAD mean? SWAP SPREAD meaning, definition & explanation
 
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What is SWAP SPREAD? What does SWAP SPREAD mean? SWAP SPREAD meaning - SWAP SPREAD definition - SWAP SPREAD explanation. SUBSCRIBE to our Google Earth flights channel - http://www.youtube.com/channel/UC6UuCPh7GrXznZi0Hz2YQnQ?sub_confirmation=1 Source: Wikipedia.org article, adapted under https://creativecommons.org/licenses/by-sa/3.0/ license. Swap spreads are the difference between the swap rate (a fixed interest rate) and a corresponding government bond yield with the same maturity (Treasury securities in the case of the United States). For example, if the current market rate for a 5-year swap is 1.35 percent and the current yield on the 5-year Treasury note is 1.33 percent, the 5-year swap spread would be 0.02 percentage points, or 2 basis points. Often, fixed income prices will be quoted in "SWAPS +", wherein the swap rate is added to a given number of basis points. The swap rate there is simply the yield on an equal-maturity Treasury plus the swap spread. Swap spread became a popular indication of credit spread in Europe during the 1990s.
Views: 46 The Audiopedia
What are government bonds? | IG Explainers
 
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Learn all about government bonds: including what they are, how they work, and why they move in price. ► Subscribe: https://www.youtube.com/IGUnitedKingdom?sub_confirmation=1 ► Learn more: https://www.ig.com/uk/bonds/what-are-government-bonds Twitter: https://twitter.com/IGcom Facebook: https://www.facebook.com/IGcom LinkedIn: https://www.linkedin.com/company/igcom Google Play: https://play.google.com/store/apps/details?id=com.iggroup.android.cfd&hl=en_GB We provide fast and flexible access to over 10,000 financial markets – including indices, shares, forex, commodities – through our award-winning range of platforms and apps. Established in 1974 as the world’s first financial spread betting firm, we’re now the world’s No.1 provider of CFDs and spread betting* and a global leader in forex. We also offer an execution-only share dealing service in the UK, Ireland, Germany, Austria and the Netherlands. Through our low fees and smart price-sourcing technology, we help traders keep their costs down. All trading involves risk. Spread bets and CFDs are leveraged products and can result in losses that exceed deposits. The value of shares, ETFs and ETCs bought through a share dealing account can fall as well as rise. Please take care to manage your exposure. * For CFDs, based on revenue excluding FX, published financial statements, October 2016; number of active UK financial spread betting accounts (Investment Trends UK Leveraged Trading Report released June 2017); for forex based on number of primary relationships with FX traders (Investment Trends UK Leveraged Trading Report released June 2017)
Views: 2054 IG UK
FRM: Comparison of spot curve, forward curve and bond yield
 
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A simple comparison using a 2.5 year $100 par 6% semiannual coupon bond. Spot rate: the yield for each cash flow that treats the cash flow as a zero-coupon bond. A coupon-paying bond is a set of zero-coupon bonds. Forward rate: the implied forward rates that make an investor indifferent to rolling over versus investing at spot. Yield to maturity (YTM, an IRR): the single rate that can be used to discount all of the bond's cash flows, in order to price the bond correctly. So the YTM is a flat horizontal line. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 47400 Bionic Turtle
FRM: Bond returns value at risk (VaR) as bond risk
 
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Bond risk can be measured by "price returns value at risk (VaR)" where the price returns VaR is linked to yield VaR with duration. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 20476 Bionic Turtle
Negative z
 
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Views: 304 Maha Tayseer
15. What is a Yield Curve
 
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Download Preston's 1 page checklist for finding great stock picks: http://buffettsbooks.com/checklist Preston Pysh is the #1 selling Amazon author of two books on Warren Buffett. The books can be found at the following location: http://www.amazon.com/gp/product/0982967624/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=0982967624&linkCode=as2&tag=pypull-20&linkId=EOHYVY7DPUCW3WD4 http://www.amazon.com/gp/product/1939370159/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=1939370159&linkCode=as2&tag=pypull-20&linkId=XRE5CA2QJ3I2OWSW In this lesson, students learned how to read a yield curve. When looking at the yield curve, it has two major components - yield and term. The yield is found on the y axis and it represents the amount of interest that we'll be paid for owning a particular bond. The term is found on the x axis and it represents the duration we would hold the bond at the specified yield. Although reading a yield curve is fairly straight forward, many people fail to recognize its importance in determining the direction of the economy. As you saw in the video, the yield curve is flat or slightly inverted when a financial market is at its peak. Slightly before and after a market collapses, you would find the yield curve slope in a positive direction. When we move into Course 2, Unit 3, it'll be important to continue looking at the yield curve as we determine a metric for our "zero risk" investment - the 10 year federal note.
Views: 153483 Preston Pysh
FRM: Bootstrapping the Treasury spot rate curve
 
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The theoretical spot rate curve is different than the par yield curve. Here is how to bootstrap the spot rate. For more financial risk videos, visit our website! http://www.bionicturtle.com
Views: 84552 Bionic Turtle
2s 10s Bond Spread Trading: Shatz against Bund
 
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Want a mentor? http://www.tradingthespread.com A look at the 2s 10s trade and key levels of the spread
Views: 803 Rajen Kapadia
17. Callable Bonds and the Mortgage Prepayment Option
 
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Financial Theory (ECON 251) This lecture is about optimal exercise strategies for callable bonds, which are bonds bundled with an option that allows the borrower to pay back the loan early, if she chooses. Using backward induction, we calculate the borrower's optimal strategy and the value of the option. As with the simple examples in the previous lecture, the option value turns out to be very large. The most important callable bond is the fixed rate amortizing mortgage; calling a mortgage means prepaying your remaining balance. We examine how high bankers must set the mortgage rate in order to compensate for the prepayment option they give homeowners. Looking at data on mortgage rates we see that mortgage borrowers often fail to prepay optimally. 00:00 - Chapter 1. Introduction to Callable Bonds and Mortgage Options 12:14 - Chapter 2. Assessing Option Value via Backward Induction 42:44 - Chapter 3. Fixed Rate Amortizing Mortgage 57:51 - Chapter 4. How Banks Set Mortgage Rates for Prepayers Complete course materials are available at the Open Yale Courses website: http://open.yale.edu/courses This course was recorded in Fall 2009.
Views: 17811 YaleCourses
CFA Level I: Fixed Income - Duration Calculation using Bond Function BA II Plus Professional
 
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To know more about CFA/FRM training at FinTree, visit: http://www.fintreeindia.com For more videos visit: https://www.youtube.com/c/FintreeIndia?sub_confirmation=1 CFA | FRM | CFP | Financial Modeling Live Classes | Videos Available Globally Follow us on: Facebook: https://www.facebook.com/FinTree/ Instagram: https://www.instagram.com/fintree_education/ Twitter: https://twitter.com/Fin_Tree Linkedin: https://www.linkedin.com/company/fintree-education/ We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with! This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Session in Pune (India). To know more about CFA/FRM training at FinTree, visit: http://www.fintreeindia.com
Views: 1017 FinTree
CFA Level 1 - Fixed Income Reading 55 -  Understanding Yield Spread - LOS C
 
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Knowledge Varsity (www.KnowledgeVarsity.com) is sharing this video with the audience.
Views: 244 KnowledgeVarsity
Liquidity conditions in the German bond market
 
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This film clip shows the cross-section of yields, bid-ask spreads (EUR), and cumulative depths (MEUR) for all nominal German government coupon securities. The data comes from the MTS market for the period 1/2007-9/2008. The horizontal axis is the time to maturity in years. Each dot represents a different security. The red diamonds represent 2-year Schatz securities, blue squares are 5-year Bobls, and green circles are 10-year Bunds. The black dots denote on-the-run securities. As measures of investor flights to liquidity and safety, the bar plots in the bottom show the VSTOXX implied stock market volatility index and the Euribor-Eonia OIS spread (in basis points).
Views: 38 Jukka Sihvonen
BVTV: Accessing credit – cash bonds or CDS?
 
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We have already seen several corrections in credit markets so far this year, providing a good opportunity to analyse these episodes from a volatility perspective to see whether they have created good entry points into previously expensive markets. Finding a good entry point is just the first step though. Next, we must consider whether cash bonds, or CDS, look more attractive. Tune in to this week’s episode as I share three reasons to be constructive on credit right now, and what other factors we need to keep in mind. Visit Bond Vigilantes: https://www.bondvigilantes.com/?utm_source=youtube&utm_medium=video&utm_campaign=credit
Views: 1099 Bond Vigilantes
Rising High-Yield Issuance Leads To Lower Spreads And Bond
 
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The Global Fixed Income Research group calculates proprietary, daily U.S. composite credit spreads across ratings and industries. As more investors have turned toward high-yield assets for greater returns, the high-yield corporate bond issuance in the U.S. has rebounded handsomely, increasing every month since June and resulting in a total of $34.9 billion in September. However, the greater demand for high-yield assets has resulted in a decrease in yields and spreads. In this CreditMatters TV segment, Associate Gregg Moskowitz reviews the key trends and data points.
Views: 72 SPTVbroadcast
Bund and TED Spread Analysis
 
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Been very quiet on the Bond front lately, but here is a look into what has been happening and potential trades.
Views: 235 Rajen Kapadia
Measures of Spread, Standard Deviation, Chebyshev's Theorem, Z-score
 
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Prof. Dave Describes the main measure of spread of a set of data namely the standard deviation. Then we get to understand what it means via the empirical rule and Chebyshev's theorem. We do a few examples. Then we learn about z-score.
Views: 2372 daveahlberg123

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