forward-bucket-01
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P1.T4.24.17. Interest Rate Buckets and Duration of Forward Buckets
Learning Objectives: Describe an interest rate bucketing approach, define forward bucket 01, and compare forward bucket 01s to KR01s. Calculate the corresponding duration measure given a KR01 or forward bucket 01. 24.17.1. An investment analyst is calculating the forward bucket 01 of a bond...- Nicole Seaman
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- duration forward-bucket-01 interest-rate-buckets kr01
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- Forum: FRM® Practice Questions
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P1.T4.911. Multi-factor interest rate risk models (Tuckman Ch.5)
Learning objectives: Describe and assess the major weakness attributable to single-factor approaches when hedging portfolios or implementing asset liability techniques. Define key rate exposures and know the characteristics of key rate exposure factors including partial ‘01s and forward-bucket...- Nicole Seaman
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- asset-liability-techniques forward-bucket-01 hedging-portfolios interest-rate-risk-models key-rate-exposures key-rate-shift-analysis multi-factor-models partial-'01s single-factor-approach
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- Forum: FRM® Practice Questions