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Source
Source

... Keynesian model that determines the equilibrium interest rate in terms of the supply of and demand for money. There are two main categories of assets that people use to store their wealth: money and bonds. Total wealth in the economy = Bs  M s = Bd + M d ...
Factors that shift Bond Supply
Factors that shift Bond Supply

CAPM and APT - BYU Marriott School
CAPM and APT - BYU Marriott School

Risk, Return, and Discount Rates
Risk, Return, and Discount Rates

... should we adjust discount rates to allow for risk in the future cash flow stream? (2) When saving/investing, what is the tradeoff between taking risks and our expected future wealth? In this presentation we will concentrate on the first of these questions. For your own concerns, do not lose sight of ...
2017 IBA Mega Conference - Indiana Bankers Association
2017 IBA Mega Conference - Indiana Bankers Association

... • More stable cashflow (less call/prepay risk) • Longer Durations • Larger percentage of assets in bonds ...
05 October 2012 Dear Sirs, FIA European Principal Traders
05 October 2012 Dear Sirs, FIA European Principal Traders

High Yield Bond Basics
High Yield Bond Basics

... typically offer higher interest rates or coupons than government bonds or high grade corporate bonds. They also have the potential for greater capital or price appreciation in the event of a ratings upgrade, an economic upturn or improved performance at the issuing company. High Yield bonds are gene ...
20 Short sales, “overpricing,” liquidity, downward
20 Short sales, “overpricing,” liquidity, downward

... payment of r/360 times the amount of cash collateral. The interest payments may accrue on a daily basis, for month-end settlement. The rebate offered by the broker to its outside borrower would normally be lower than the rebate received by the broker from its outside lender. The extent to which the r ...
docx - Minds on the Markets
docx - Minds on the Markets

... borrower defaults on its scheduled coupon payments. ...
This paper is not to be removed from the Examination Halls
This paper is not to be removed from the Examination Halls

... are two traders, an uninformed noise trader and an informed trader who has perfect information about the true value of the asset, which is 110 or 90. The market maker thinks the two prices are equally likely. The uninformed trader buys one unit or sells one unit of the asset with equal probability. ...
Preparing for Rising Rates
Preparing for Rising Rates

... laddered strategies to help reduce interest rate risk. Many of our clients invest in the municipal bond market due, in part, to their historically low correlation to stocks. Unlike taxable government and corporate bonds, the interest earned on most municipal bonds is exempt from federal and, in some ...
CAS Presentation, Nov. 2014
CAS Presentation, Nov. 2014

Fundamentals of Bond - RBC Wealth Management
Fundamentals of Bond - RBC Wealth Management

FRBSF  L CONOMIC
FRBSF L CONOMIC

Bond Basics - RBC Wealth Management
Bond Basics - RBC Wealth Management

... may be exempt from state and local taxes. Federal agency bonds are taxed at the federal level; some are exempt from state taxes. Corporate bonds are subject to both federal and state taxes. ...
callable bond
callable bond

1a)Define redemption yield, spot rate and forward rate
1a)Define redemption yield, spot rate and forward rate

... long-term corporate bonds. You believe that bond today are selling at quite attractive yields, and are concerned that bond prices will rise over the next few weeks. [25 marks] ...
Document
Document

... bonds increases: the public’s income and wealth rises while the supply of bonds also increases, because firms have more attractive investment opportunities. Both the supply and demand curves (Bd and Bs) shift to the right, but as is indicated in the text, the demand curve probably shifts less than t ...
Is it Still Worth Investing in Bonds
Is it Still Worth Investing in Bonds

... Before making any decisions on the basis of this communication, you should consider the appropriateness of its content having regard to your particular investment objectives, financial situation or individual needs. You should obtain a Product Disclosure Statement or other disclosure document relati ...
W Newbury`s Bond Rating History
W Newbury`s Bond Rating History

... Bonds that are rated B generally lack characteristics of the desirable investment. Assurance of interest and principal payments or maintenance of other terms of the contract over any long period of time may be small. The bonds in the Aa, A, Baa, Ba and B, groups which Moody’s believes possesses the ...
Investment products risk and fees disclosure
Investment products risk and fees disclosure

The risk in bonds Test 1. Assume that you
The risk in bonds Test 1. Assume that you

... a. 2%.  It  is  default  free.   b. 3%,  since  that  it  is  the  new  interest  rate   c. More  than  3%,  since  interest  rates  went  up   d. Less  than  2%,  since  interest  rates  went  up   Computational  bonus:  Assuming  th ...
CNN Money
CNN Money

... stretch of time, the more important earnings trends are. Indeed, since World War II, an estimated 90% of the stock market's gain has come from profit growth. As profits add up over time, the scale tips and prices rise, regardless of how investors have voted in any given day, month or year. Interest ...
Chap005
Chap005

... 5.4 Inflation and Real Rates of Return • U.S. History of Interest Rates, Inflation, and ...
ch.11
ch.11

... the market value of a mutual fund share found by dividing the net value of the fund by the number of shares issued ...
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Arbitrage

In economics and finance, arbitrage (US /ˈɑrbɨtrɑːʒ/, UK /ˈɑrbɨtrɪdʒ/, UK /ˌɑrbɨtrˈɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a combination of matching deals that capitalize upon the imbalance, the profit being the difference between the market prices. When used by academics, an arbitrage is a transaction that involves no negative cash flow at any probabilistic or temporal state and a positive cash flow in at least one state; in simple terms, it is the possibility of a risk-free profit after transaction costs. For instance, an arbitrage is present when there is the opportunity to instantaneously buy low and sell high.In principle and in academic use, an arbitrage is risk-free; in common use, as in statistical arbitrage, it may refer to expected profit, though losses may occur, and in practice, there are always risks in arbitrage, some minor (such as fluctuation of prices decreasing profit margins), some major (such as devaluation of a currency or derivative). In academic use, an arbitrage involves taking advantage of differences in price of a single asset or identical cash-flows; in common use, it is also used to refer to differences between similar assets (relative value or convergence trades), as in merger arbitrage.People who engage in arbitrage are called arbitrageurs /ˌɑrbɨtrɑːˈʒɜr/—such as a bank or brokerage firm. The term is mainly applied to trading in financial instruments, such as bonds, stocks, derivatives, commodities and currencies.
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