Imagine you are a head of treasury department in one of the Georgian commercial banks. Your...

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Imagine you are a head of treasury department in one of the Georgian commercial banks. Your bank has a short-term high liquidity level, while at the same time, using longer-term government securities for longer liquidity management plan. Therefore, you are allowed to purchase about 100 Min GEL securities with different maturities. On the secondary market, you must trade both T-Bills and T-Notes, totally 5 different securities with different ISIN codes. Calculate the clean and dirty price for the purchase date (it should be from now till the deadline date) and Accrued Interest. Also, you must quote Buy and Sell prices on a monthly basis, on the first day of each month till maturity, if you consider that your commercial spread between BID/ASK is 0.5% evenly spread around the price. Also, on that dates, you must calculate the difference between price you have paid for purchasing and the price the customer will pay in case of selling on that date. (Hint: Difference must be calculated between clean prices). Sources: For the future YTM predictions, you can use Georgian Lari Yield Curve: https://rb.gy/ryemrh For the Historical Data of the last auctions and prices: https://rb.gy/ryemrh For the information about the tradeable government securities, including Issue Date, Maturity Date and Coupon Rate: https://mof.ge/5497 Imagine you are a head of treasury department in one of the Georgian commercial banks. Your bank has a short-term high liquidity level, while at the same time, using longer-term government securities for longer liquidity management plan. Therefore, you are allowed to purchase about 100 Min GEL securities with different maturities. On the secondary market, you must trade both T-Bills and T-Notes, totally 5 different securities with different ISIN codes. Calculate the clean and dirty price for the purchase date (it should be from now till the deadline date) and Accrued Interest. Also, you must quote Buy and Sell prices on a monthly basis, on the first day of each month till maturity, if you consider that your commercial spread between BID/ASK is 0.5% evenly spread around the price. Also, on that dates, you must calculate the difference between price you have paid for purchasing and the price the customer will pay in case of selling on that date. (Hint: Difference must be calculated between clean prices). Sources: For the future YTM predictions, you can use Georgian Lari Yield Curve: https://rb.gy/ryemrh For the Historical Data of the last auctions and prices: https://rb.gy/ryemrh For the information about the tradeable government securities, including Issue Date, Maturity Date and Coupon Rate: https://mof.ge/5497