key rate and bucket exposures

[Ashok_Kothavle]

i don't want to upsell you, if you don't get T3, just let me know and I'll copy the calcs here

... and in case it helps to be reminded (see my focus review article here on this @ http://www.bionicturtle.com/how-to/article/2012.p2.t5.-focus-review-1st-of-8/ ), while key rates are interesting, the particulars of Tuckman's derivation, especially the use of par yields, remains of very low testability (I'm on record with GARP that I feel they publish too many AIMs for Tuckman's Chapters 7 & 9 given the superficial testing record)

Mr David

Even this link (http://www.bionicturtle.com/how-to/article/2012.p2.t5.-focus-review-1st-of-8/) is also missing.

Regards

Ashok

 

[Nicole Seaman]

Mr David,

This link (http://www.bionicturtle.com/how-to/spreadsheet/2012.5.b.3.-key-rate-shift) is missing. Where can I find it?

Ashok

@Ashok_Kothavle

I've fixed the broken link above in David's original post. This is the correct link: https://www.dropbox.com/s/vl6g8wbbyi9ko2f/key_rate_shift.xlsx.

Thank you,

Nicole

 

[Nicole Seaman]

Mr David

Even this link (http://www.bionicturtle.com/how-to/article/2012.p2.t5.-focus-review-1st-of-8/) is also missing.

Regards

Ashok

@Ashok_Kothavle

This link refers to the first focus review video in Topic 5 here: https://learn.bionicturtle.com/topic/market-risk-focus-review-video-1-of-2/.

Thank you,

Nicole

 

[Ashok_Kothavle]

Thanks Ms Nicole

Regards

Ashok