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