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Nathaniel Chin
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Decks in this class (49)
HOFIS Ch1
State the three largest issuers o...,
Describe bond maturity and state ...,
Describe call provisions state th...
7
cards
HOFIS Ch2
Describe interest rate risk,
Define bid ask spread and market ...,
Describe liquidity risk
4
cards
HOFIS Ch7
Describe the 4 different types of...,
Describe the primary market aucti...,
Describe the quoting convention f...
5
cards
HOFIS Ch10
Describe the legal relationship b...,
Describe the fundamentals of a co...,
Describe the following coupon typ...
12
cards
HOFIS Ch11
Compare and contrast pro rata and...,
What is a leveraged loan,
What is the lowest investment gra...
8
cards
HOFIS Ch15
Overview of inflation linked bonds,
State the tips nominal yield and ...,
Describe tips duration
5
cards
HOFIS Ch21
Describe the payment characterist...,
Describe the key participants in ...,
Describe the loan underwriting pr...
7
cards
HOFIS Ch25
Define nonagency rmbs,
What are the two main risks for n...,
What are the key measurements of ...
11
cards
HOFIS Ch. 60: Financing Positions in the Bond Market
Describe the features of a repurc...,
Define the term haircut in the co...,
List some factors that influence ...
7
cards
CRE Ch 16: Mortgage Basics
Describe differences between resi...,
Describe differences between resi...,
Describe two types of commercial ...
10
cards
CRE Ch 20: Commercial Mortgage Backed Securities
Describe key features of a cmbs,
Describe features of a senior tra...,
Describe features of a junior tra...
13
cards
Leveraged Finance Ch 2: High Yield Bond Market
Describe three main types of comp...,
Describe a few different structur...,
Describe three key properties of ...
3
cards
Leveraged Finance Ch 4: Collateralized Loan Obligations
What assets do collateralized loa...,
Describe the capital structure li...,
Describe two different motivation...
8
cards
MIP Ch 6: Fixed Income Portfolio Management
What are the 4 key activities in ...,
List and describe the 5 strategie...,
List the 3 reasons for using inde...
59
cards
Handbook of Credit Risk Management, Ch 1: Fundamentals of Credit Risk
Define credit risk,
Define obligor,
Define insolvency
8
cards
Handbook of Credit Risk Management, Ch 4: Measurement of Credit Risk
State and briefly describe the fo...,
State how to compute ge ne and ae,
State the two step process to com...
6
cards
Handbook of Credit Risk Management, Ch 5: Dynamic Credit Exposure
State the two common methodologie...,
State the major parameters that i...,
Compare positive vs negative mtm
4
cards
Handbook of Credit Risk Management, Ch 13: Credit Portfolio Management
Compare cpa vs cpm,
State the three different levels ...,
State the five actions for level ...
8
cards
Handbook of Credit Risk Management, Ch 20: Credit Derivatives
State the two standard credit eve...,
Describe physical settlement of c...,
State the payment from the cds se...
7
cards
QFIP-157: QERM, Ch 12 - Credit Risk
State the main strategies for mit...,
Define counterparty credit risk c...,
State the risk mitigation techniq...
13
cards
MIP Ch 7: Equity Portfolio Management
Name three different index weight...,
Name the two different techniques...,
State the four choices that deter...
28
cards
CRE Ch 12: Advanced Micro-Level Valuation
Define market value mv and invest...,
State npv in terms of iv and mv f...,
State npv in terms of iv and mv f...
14
cards
CRE Ch 14: After-Tax Investment Analysis & Corporate Real Estate
State the three key differences b...,
State how to compute taxable inco...,
State how to compute pbtcf ebtcf ...
9
cards
Handbook of Alternative Assets Ch 3 - Intro to Hedge Fund
Describe key elements of hedge fu...,
Describe the difference between f...,
Describe an equity long short hed...
16
cards
Handbook of Alternative Assets Ch 6 - Fund Return Distributions
Explain why the return distributi...
1
cards
Handbook of Alternative Assets Ch 7 - Additional Hedge Fund Risks
Define what process risk is from ...,
Describe two ways to manage proce...,
Describe some challenges the inve...
8
cards
Handbook of Alternative Assets Ch 12 - Commodities
State the five ways to obtain eco...,
State the challenges with investi...,
State the advantages of commodity...
8
cards
Handbook of Alternative Assets Ch 16 - Venture Capital
Briefly describe the four strateg...,
State the two main forms of vc fees,
State the eight main parts of the...
6
cards
Handbook of Alternative Assets Ch 17 - Leveraged Buyouts
Describe leveraged buyouts lbos,
State the benefits of a buyout fr...,
State the three tranches of lbo f...
11
cards
Handbook of Alternative Assets Ch 20 - Private Equity
Based on the author s analysis of...,
Summarize key characteristics of ...,
State the three main risks drivin...
6
cards
QFIP-159: Private Debt Fund Returns
Describe different private debt i...,
State the roles of the gp in pd t...,
Describe the steps of the life cy...
9
cards
QFIP-131: Addressing Built-in Biases in Real Estate Investment
List causes of behavior biases in...,
What is framing bias,
Describe how framing is present i...
16
cards
MIP Ch 1: Portfolio Management Process & IPS
What is the investment policy sta...,
Define portfolio management,
What are the three parts of the p...
7
cards
MIP Ch 3: Managing Institutional Investor Portfolios
Describe institutional investors,
State some of the key differences...,
Describe foundations
12
cards
QFIP-133: ESG Criteria - Why Investors Should Care
Describe a few reasons why it is ...,
Describe the case study of palm o...,
Explain why coal firm stocks perf...
3
cards
QFIP-160: Principles for Responsible Investment
List the six principles of respon...
1
cards
MIP Ch 5: Asset Allocation
How can it be determined if addin...,
What is the formula for the safet...,
What are some critieria for selec...
19
cards
QFIP-155: Fundamentals of Efficient Factor Investing
State the treynor black rule,
State the sharpe ratio improvemen...,
State how to compute the market p...
5
cards
QFIP-162: Hidden Dangers of Passive Investing
Briefly describe the following pr...
1
cards
FIS Ch 3: Basics of Interest Rate Management
Define duration,
Using duration to approximate cha...,
Duration of a zero coupon bond
17
cards
FIS Ch 4: Refinements in Interest Rate Risk Management
Define convexity,
Using duration and convexity to a...,
Convexity of zero coupon bonds
12
cards
QFIP-139: IAA Risk Book Ch 13 - ALM
Describe how alm is different bet...,
Describe the elements of measurin...,
Describe the elements of managing...
18
cards
QFIP-141: Liability Driven Investment Explained
List two main risks of pension li...,
Describe two main disadvantages o...,
Describe different swaps that a p...
9
cards
MIM Ch 10: Strategic Asset Allocation in the Presence of Uncertain Liabilities
State the liability return framew...,
How can the sharpe ratio of a sto...,
What is the risk adjusted change ...
9
cards
QFIP-151: ALM of Financial Institutions, Ch. 5
Describe the policy portfolio app...,
Compare active vs passive mandates,
State the three shortcomings of c...
4
cards
QFIP-154: Evolution of Insurer Investment Strategies for Long-Term Investing
Provide a few reason for why life...,
Compare and contrast the duration...,
Describe four ways in which insur...
9
cards
QFIP-158: Guide to DV01 and Risk Transformations
Describe dv01,
Describe modified duration,
Compare and contrast dv01 and mod...
7
cards
MIP Ch 12: Evaluating Portfolio Performance
Describe how to calculate the tim...,
Describe the money weighted retur...,
Describe a situation for a portfo...
38
cards
QFIP-145: Determinants Of Portfolio Performance
According to the reading qfip 145...,
According to the reading qfip 145...
2
cards
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