BPV

ameyakukde
Good Student
Posts: 29
Joined: Thu Aug 02, 2012 11:55 am

BPV

Postby ameyakukde » Mon Mar 18, 2013 11:20 pm

Given the following portfolio of bonds:

Bond
Price
Par amount held (in USD million)
Modified duration
(in this order the values are mentioned)
A
101.43
3
2.36
B
84.89
5
4.13
C
121.87
8
6.27

What is the value of the portfolio’s BPV (basis point value)?

Also when we calculate the mkt value of bond A why do we divide 101.43*3 million by 100?
Why divide by 100?

content.pristine
Finance Junkie
Posts: 356
Joined: Wed Apr 11, 2012 11:26 am

BPV

Postby content.pristine » Mon Mar 25, 2013 12:24 pm

Dear Ameya,
We have recently revised our PRM content. I've put you through the IT guys. So you can access our new material.
If any more of you PRM candidates are facing the same problem, kindly send a mail to help@edupristine.com


Return to “FRM Part II”



Disclaimer

Global Association of Risk Professionals, Inc. (GARP®) does not endorse, promote, review or warrant the accuracy of the products or services offered by EduPristine for FRM® related information, nor does it endorse any pass rates claimed by the provider. Further, GARP® is not responsible for any fees or costs paid by the user to EduPristine nor is GARP® responsible for any fees or costs of any person or entity providing any services to EduPristine Study Program. FRM®, GARP® and Global Association of Risk Professionals®, are trademarks owned by the Global Association of Risk Professionals, Inc

CFA Institute does not endorse, promote, or warrant the accuracy or quality of the products or services offered by EduPristine. CFA Institute, CFA®, Claritas® and Chartered Financial Analyst® are trademarks owned by CFA Institute.

Utmost care has been taken to ensure that there is no copyright violation or infringement in any of our content. Still, in case you feel that there is any copyright violation of any kind please send a mail to abuse@edupristine.com and we will rectify it.