Fixed Income, Credit & Rates
Bond Fundamentals
- The Bond
- Bond Price and Yield
- Principal
- What a Bond Yield Measures, and How the Measures Differ
- The Policy Rate and a Bond Yield
- Current Yield and Yield to Maturity
- Duration and Convexity
- Duration and Convexity Calculator, With the Error Shown
- Key-Rate Duration vs Modified Duration
- The Term Structure of Interest Rates
- The Yield Curve
- The Forward Rate
- Curve Strategy
- Steepener, Flattener and Butterfly
- How to Read a Yield Curve, Node by Node and Gap by Gap
- Sovereign Bonds
- Par Bond and Premium Bond
- Government Securities
- Credit Risk
- Credit Risk and Interest Rate Risk
- G-Spread, Z-Spread and Option-Adjusted Spread Compared
- Credit Analysis
- Collateral, Guarantee and Credit Enhancement Compared
- How to analyse a Structured-Credit Waterfall, Step by Step
- Credit Events
- Credit Event vs Liquidity Event
- How to update Credit Analysis After a Credit Event
- Securitisation
- Originator, Servicer and Trustee in a Securitisation
- How to map a Securitisation Structure, Step by Step
- Ladder, Barbell and Bullet
- Fixed Income Portfolio Measures
- Barbell vs Bullet
- Fixed Income Research
- Fixed-Charge Coverage
- How to assess Fixed-Income Liquidity Context