CFA/FRM - Key Rate Duration

ClassNotes: bit.ly/2XoT3Ql
To know more about CFA/FRM training at FinTree, visit: www.fintreeindia.com
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TimeStamp
0:00 Introduction and Outline
4:09 Valuing bonds using spot rates
10:17 YTM calculations using spot and bond value
16:00 Duration Calculation using YTM
40:35 Macaulay's Duration & Modified Duration using spot rates
54:22 Decomposing Durations into Key Rate Duration
1:24:24 Break
1:46:20 Concept of Par rate
1:48:50 Bootstrapping spot curve from par curve
2:06:00 Calculating key rate durations using par rates
2:29:23 Illustrations
2:41:00 Information for CFA & FRM exams
2:45:45 Conclusion
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We love what we do, and we make awesome video lectures for CFA and FRM exams. Our Video Lectures are comprehensive, easy to understand and most importantly, fun to study with!
This Video lecture was recorded by our Lead Trainer for CFA, Mr. Utkarsh Jain, during one of his live Sessions in Pune (India).
To know more about CFA/FRM training at FinTree, visit:
www.fintreeindia.com

[@aditifurtado9427]

Absolutely enjoyed the session!! Key rate duration is explained in an easy and detailed manner. I am a big fan of Utkarsh and his teaching style. A must-watch for all CFA level II and FRM candidates.

[@manojsolairaj5684]

This man is incridible. making CFA like an ABCD where even kids can learn easily. In next decade even professional certifications will become like a college degree

[@stevennguyen100]

was unsure to invest 2.5 hrs on this but just outstanding explanation. especially the key rate duration at the end. ty utkarsh!

[@pinedbybrianjung1131]

Thanks for watching and comments, we're always available for questions, guidance and support at any time. Reach out directly on telegram @digital_blogger

[@FintreeIndia]

Thank you Steven, yes 2.5 hours was a little stretched , but we managed to practice a few questions within the time period . I think KRD deserves it ! Utkarsh

[@anirbanbtech]

Please put all your videos on youtube

[@ameyapatwardhan8097]

Great explanation sir on Key Rate Duration and other concepts

[@lukagagoshashvili5318]

negative KRD perfectly explained! thanks a lot

[@zealtanna8258]

Beautifully explained! Thank you very much sir.

[@aniketgogate]

Very insightful !!

[@JanNivesh]

I have added this to my Watchlist. Will surely watch it. Thanks Utkarsh :) You are amazing.

[@sovansaha6699]

Fantastic
I am a big fan of urs.
Requesting u to take a complete such session on Derivatives @FRM.
Please....

[@souravkhaitan5285]

the explanation wasy too good sir

[@collegeguy799]

Amazing, sir.

[@anantk2318]

Well explained!👍

[@pinedbybrianjung1131]

Thanks for watching and comments, we're always available for questions, guidance and support at any time. Reach out directly on telegram @digital_blogger

[@goldenarrow1183]

Hi. Any idea when will be the scholarship window will open for CFA L1?

[@LJ-ci3wz]

Legend🙏🙏

[@balavaibhav]

if am not wrong, its effective duration where we shock the the YTMs. Could you please check it once

[@pinedbybrianjung1131]

Thanks for watching and comments, we're always available for questions, guidance and support at any time. Reach out directly on telegram @digital_blogger

[@sandeepec109]

sir kindly explain vasicek model .It is difficult to understand.

[@priyasachdev3836]

Sir I am looking for classes details can you please help me to navigate 🙏

[@praveendhiman4265]

Do we get a session for CDS on you tube?

[@pinedbybrianjung1131]

Thanks for watching and comments, we're always available for questions, guidance and support at any time. Reach out directly on telegram @digital_blogger

[@finotips]

2:20:10

[@dasvlogs8438]

azadi

[@risheemandloi4393]

watching in 2024

[@shashanksaxena4624]

Azaadi

[@hardikyadav2417]

Azaadi