What is meant by spread duration and contribution to spread duration?
Answer to relevant QuestionsWhen all cash flows are assumed to be discounted by a single yield, why is there no difference between the duration (sensitivity to yield), interest-rate duration (sensitivity to rates), and spread duration (sensitivity to ...(a) What is meant by the empirical duration of a corporate bond? (b) How is the empirical duration of a corporate bond estimated? Answer each of the below questions. (a) Explain the meaning of funds from operation. (b) Explain the meaning of operating cash flow. (c) Explain the meaning of free operating cash flow. (d) Explain the meaning of ...What should be the focus of an analyst with respect to the regulation of an industry? What is the drawback of the default correlation measure and what alternative measure is used in measuring portfolio credit risk?
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