Portfolio Construction
Portfolio Construction Portfolio construction combines investment philosophy with its technical implementation. This process... Read More
Reading 19: Overview of Fixed-Income Portfolio Management
Los 19 d: Describe and interpret a model for fixed-income returns
Reading 20: Liability-Driven and Index-Based Strategies
Los 20 a: Describe liability-driven investing
Los 20 b: Evaluate strategies for managing a single liability
Los 20 f: Explain risks associated with managing a portfolio against a liability structure
Los 20 h: Compare alternative methods for establishing bond market exposure passively
Los 20 i: Discuss criteria for selecting a benchmark and justify the selection of a benchmark
Reading 21: Yield Curve Strategies
Los 21 b, c, d, e: Static Yield Curve
Los 21 f: Discuss yield curve strategies across currencies
Los 21 g: Evaluate the expected return and risks of a yield curve strategy
Reading 22: Fixed Income Active Management: Credit Strategies
Los 22 a: Describe risk considerations for spread-based fixed-income portfolios
Los 22 c: Discuss bottom-up approaches to credit strategies
Los 22 d: Discuss top-down approaches to credit strategies
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Daniel Glyn
2021-03-24
I have finished my FRM1 thanks to AnalystPrep. And now using AnalystPrep for my FRM2 preparation. Professor Forjan is brilliant. He gives such good explanations and analogies. And more than anything makes learning fun. A big thank you to Analystprep and Professor Forjan. 5 stars all the way!
michael walshe
2021-03-18
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Nyka Smith
2021-02-18
Every concept is very well explained by Nilay Arun. kudos to you man!
Badr Moubile
2021-02-13
Very helpfull!
Agustin Olcese
2021-01-27
Excellent explantions, very clear!
Jaak Jay
2021-01-14
Awesome content, kudos to Prof.James Frojan
sindhushree reddy
2021-01-07
Crisp and short ppt of Frm chapters and great explanation with examples.