Yield Curve Analysis - Online

ITEM CLE-FIPR0411

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$749.00
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Online
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8 Hours
language
English
school
Introductory

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Yield Curve Analysis - Online

This course is designed to provide an overview of the treasury yield curves and help you recognize movements in yield curves which cause changes in investor attitude, the relative value of certain products, and the appeal of certain investments over others.

Curriculum
What You'll Learn
Who Should Take This
av_timer1-2 hours

Module 1: Yield Curve Analysis: An Introduction

  • Understand the Treasury Yield Curve.
  • Identify the factors affecting the Treasury Yield Curve.
  • Recognize the dynamic nature of the curve.
  • Identify the role of the Yield Curve as a benchmarking and forecasting tool.
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av_timer1-2 hours

Module 2: Understanding the Federal Reserve

  • Recognize the role and structure of the Federal Reserve (FED).
  • Recognize the role and structure of the Federal Open Market Committee (FOMC).
  • Review interest rate terminologies: FED Fund Rate, Discount Rate (Window), London Interbank Offered Rate (LIBOR)
  • Identify the economic initiatives undertaken by the FED: Troubled Asset Relief Program (TARP), Quantitative Easing I, II, and III
  • Recognize how the FED controls, owns, and manipulates the short end of the Yield Curve.
  • Get familiarized with the product called Repurchase Agreement (Repo) and Reverse Repo.
  • Recognize the process by which the Federal Reserve facilitates the fine tuning of cash in the market using Repurchase Agreement (Repo).
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av_timer1-2 hours

Module 3: Demystifying Duration and Convexity

  • Recognize the concept of duration as a risk measurement tool.
  • Identify the factors affecting duration.
  • Describe convexity.
  • Recognize the impact of duration and convexity to a portfolio.
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av_timer1-2 hours

Module 4: Investment Strategies

  • Recognize active trading strategies.
  • Recognize passive trading strategies.
  • Identify the steepening and flattening traits
  • Recognize the Barbell Strategy.
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  • Overview of the Treasury Yield Curve and the role it plays as a benchmarking and forecasting tool
  • Role and structure of the Federal Reserve and the Federal Open Market Committee (FOMC)
  • Relationship between the Federal Reserve and the Repurchase Agreement
  • Introduction to the concept of duration and convexity and its impact on a portfolio
  • An understanding of active and passive trading strategies

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