Bond Pricing: Dirty Price, Clean Price and Accrued Interest

In this video from FRP Part 1 and CFA Level 1 curricula, through a solved example, we take a look at how bond pricing works when settlement date is somewhere between coupon dates. We calculate the dirty price, clean price and accrued interest on a given settlement date.
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Capital Conservation Buffer Vs Countercyclical Buffer

In this video from the FRM Part 2 curriculum (Operational Risk section), we explore the differences between two buffers introduced as part of the Basel III guidelines – the Capital Conservation Buffer and Countercyclical Buffer.
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Quantiles of Binomial Distribution – Solved Example

This video from FRM Part 1 curriculum does a solved example covering the learning objectives: “Distinguish the key properties and identify the common occurrences of the Binomial Distribution. Characterize the quantile function and quantile-based estimators.”
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Cox Ingersoll Ross Model – Solved Example

In this video from the FRM Part 2 curriculum, we take a look at a solved example covering the learning objective “Calculate the short-term rate change and describe the basis point volatility using the CIR and lognormal models.”
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CVA Calculation for Risky Bond – Solved Example

In this video from FRM Part II curriculum, we take a look at a solved example covering the LOS: “Calculate CVA and the CVA spread with no wrong-way risk, netting, or collateralization.”
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Vasicek Model for Credit Risk Capital

In this video for FRM Part I and FRM Part II, we explore the Vasicek Model for determining the credit risk capital for a portfolio of loans.
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One Sided Confidence Intervals

In this video from FRM Part 1 (Quantitative Analysis section), we explore the concept of a one-sided confidence interval – how such intervals are constructed and how they are used for the purpose of hypothesis testing.
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