Fixed income analysis

... risk-adjusted basis -I- FIXED INCOME PERFORMANCE ATTRIBUTION CONTENTS Introduction 1.1 Performance attribution 1.2 Fixed income performance attribution Theoretical ... 2005) Fixed income timing per month Accumulated fixed income timing 3.0 150 2.5 100 Fixed income timing benchmark (Bps.) Fixed income timing excess (Bps.) -50 Basis points Basis points 2.0...

Ngày tải lên: 16/04/2013, 07:52

Ngày tải lên: 13/12/2013, 05:15

... Professional: {IDOC 2016703}: Fixed Income {IDOC 2016701}: Equity {IDOC 2065648}: Syndicated Loans {IDOC 2021549}: Legal Adviser Equity {IDOC 2061504}: Structured Notes {IDOC 2027097}: ... Corporate Bonds (All) Global Fixed Income League Tables From Government bonds to High Yield Corporate debt, Bloomberg's Fixed Income league tables are your one-stop International Bonds Global...

Ngày tải lên: 15/02/2014, 13:20

... and Telecommunications, MoF, METI, MHLW, MLIT, Credit Suisse Japan Economics/Fixed Income Weekly 17 Japan Economics/Fixed Income Weekly Major Economic Data 2012/07 Consumption-related indicators ... instruments When you purchase non-listed Japanese fixed income securities (Japanese government bonds, Japanese municipal bonds, Japanese government guaranteed bonds, Japanese cor...

Ngày tải lên: 21/02/2014, 01:20

... and future of the fixedincome indexing market with the editors of the Journal of Indexes Journal of Indexes (JoI): Can you talk about the origins of the Lehman Brothers fixed- income indexes and ... (beta) of the investable fixed- income universe remain the dominant benchmark choice among “core” www.journalofindexes.com investment-grade portfolio managers Three of...

Ngày tải lên: 06/03/2014, 08:20

... http://www.bcb.gov.br/?english Forecasting Bond Yields in the Brazilian Fixed Income Market ∗ Jose Vicente† Benjamin M Tabak ‡ The Working Papers should not be reported as representing the views of the Banco Central ... 151 8-3 548 CGC 00.038.166/000 1-0 5 Working Paper Series Brasília n 141 Aug 2007 P 1-2 9 Working Paper Series Edited by Research D...

Ngày tải lên: 29/03/2014, 06:21

... The least core in fixed-income taxation models: a brief mathematical inspection Paula Curt1 , Cristian M Litan1 and Diana Andrada Filip∗1,2 Department of Statistics, Forecasting and Mathematics, ... many instances in which the core is empty, the least core is actually not (for example the quadratic taxation case, or the piecewise linear taxation case) Once...

Ngày tải lên: 18/06/2014, 15:20

... The least core in fixed-income taxation models: a brief mathematical inspection Paula Curt1 , Cristian M Litan1 and Diana Andrada Filip∗1,2 Department of Statistics, Forecasting and Mathematics, ... many instances in which the core is empty, the least core is actually not (for example the quadratic taxation case, or the piecewise linear taxation case) Once...

Ngày tải lên: 20/06/2014, 23:20

... 2012 2013 Q1 2014 Loans Capital markets Share of capital market financing (r.h scale) Fixed- income investor update May 2014 © 2014 Holcim Ltd 18 Access to a wide range of capital markets – only ... Holcim Leadership Journey Financial positioning and financing Merger of equals between Holcim and Lafarge Fixed- income investor update May 2014 ©...

Ngày tải lên: 28/07/2014, 20:21

... 3, 2014 Press and analyst conference third quarter results for 2014 November 18, 2014 Investor Day in Zurich Investor Relations Phone +41 58 858 87 87 Fax +41 58 858 80 09 investor. relations@ holcim. com ... investor. relations@ holcim. com www .holcim. com/investors Mailing list: www .holcim. com/subscribe Canadian fixed-income investor update, 2014- 05-26 © 2014...

Ngày tải lên: 29/07/2014, 12:36

... 6.750% 12 .000% 5 /15 / 01 5 /15 / 01 5 /15 / 01 8 /15 /03 8 /15 /03 8 /15 /03 5 /15 /04 5 /15 /04 5 /15 /04 8 /15 /04 8 /15 /04 8 /15 /04 11 /15 /04 11 /15 /04 11 /15 /04 5 /15 /05 5 /15 /05 5 /15 /05 10 20 10 20 10 20 10 20 10 20 10 ... 2 .15 1 Net proceeds 0 .10 3 –0.067 –0.067 –2 .18 2 0.000 –3 .19 3 –3 .19 3 –3 .19 3 10 5.375 –5.375 –5.375 –5.375 10 5.375 5.375 5.375 5.375...

Ngày tải lên: 14/08/2014, 05:20

... 9/10/01 2/ 28/ 02 8/31/ 02 2 /28 /03 8/31/03 181 171 184 181 184 0.94475 1.94475 2. 94475 3.94475 8/31/01 9/10/01 2/ 28/ 02 9/3/ 02 2 /28 /03 9 /2/ 03 181 171 187 178 186 0.94475 1.96941 2. 94475 3.96393 62 GENERALIZATIONS ... February 15, 20 03, is defined such that 3. 125 3. 125 + 1+ y 1+ y ( 3. 125 + + 103. 125 ) (1 + y 2) (1 + y 2) = 1 02 + 18. 125 32 (3.17) Multiplying both...

Ngày tải lên: 14/08/2014, 05:20

... Convexity 8.2148 8.1506 8.0866 3. 0871 3. 0501 3. 0 134 0.70 03 0.6879 0.6756 –641.8096 2,800.9970 – 639 .5266 36 9.9550 9,5 03. 330 2 36 7.0564 –124.4984 25,627. 633 5 –122. 735 5 A Hedging Example, Part II: ... 2.5 3. 5 4.5 2.8125 2.8125 2.8125 2.8125 2.8125 2.8125 2.8125 2.8125 2.8125 102.8125 2.7 433 1 .37 17 2.6758 4.0 137 2.6100 7. 830 0 2.5458 12.7290 2.4 832 18.6 238 2.4221 25. 4...

Ngày tải lên: 14/08/2014, 05:20