Subject 06 · Fixed Income

Fixed Income

Thu nhập cố định — đặc điểm trái phiếu, dòng tiền, thị trường, định giá, đo lường rủi ro lãi suất, credit, securitization.

Exam weight: 11–14% · 19 modules
M1
Fixed-income instrument features
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M2
Fixed-income cash flows and types
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M3
Fixed-income issuance and trading
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M4
Fixed-income markets for corporate issuers
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M5
Fixed-income markets for government issuers
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M6
Fixed-income bond valuation: prices and yields
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M7
Yield and yield spread measures for fixed-rate bonds
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M8
Yield and yield spread measures for floating-rate instruments
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M9
The term structure of interest rates
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M10
Interest rate risk and return
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M11
Yield-based bond duration measures and properties
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M12
Yield-based bond convexity and portfolio properties
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M13
Curve-based and empirical fixed-income risk measures
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M14
Credit risk
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M15
Credit analysis for government issuers
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M16
Credit analysis for corporate issuers
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M17
Fixed-income securitization
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M18
Asset-backed security (ABS) instrument and market features
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M19
Mortgage-backed security (MBS) instrument and market features
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