Spreadsheet for Key Rate Shift

[afterworkguinness]

Hi David,
You have a Youtube video on key rate shift analysis (one of your best ones), would you still have the spreadsheet you used in this ? Or a spreadsheet for the example of this in Tuckman chapter 5 ? I don't see it in the learning spreadsheets.

Also, the hedging example for key rates is really hard to follow, is there a spread sheet for this too somewhere ?

As always, thanks very much for your help.

 

[David Harper CFA FRM]

Hi afterwork,

The new key rate XLS has not yet been posted, here is last year's (we don't have a good hedging example, yet), see 5b.3 in https://www.dropbox.com/s/ghak7t80e021kcb/T5.b_2012_XLS_bundle_tuckman_v1010.xlsx

 

[afterworkguinness]

Spreadsheet is great thanks.

I'd like to make a suggestion in regards to the Bionic Turtle site redesign. It would be great to subscribe to content (published or planned but unpublished) to get an alert when it is updated / available.

For example, if a spreadsheet for the key rate hedging example is planned but not yet available, it would be very useful to have the option to be alerted automatically when it is ready.