• This service has been inactive since 2010 as my new role in TM1 consulting.
  • Please disregard any commercial offers as this website has been archived and transformed into a blog rather than a commercial website.
  • Please contact me for more info in BI and Financial Modelling consultancy.

Bond Portfolio Analysis




Using the closed-form bond formula posted before, this bunch of spreadsheet is produced to value a bond at any point in its life time and do some analyses, as follows:
  • Portfolio valuation, duration and convexity
  • Derivatives valuation: FRA, Swap, Futures
  • Risk governance: Value-at-Risk, Stress Testing and Scenario Analysis
  • Hedging effectiveness
  • Liquidity analysis

Remark: this portfolio is a liability/debt portfolio, NOT an asset/investment portfolio.

[Sorry, it's a premium spreadsheet]

1 comments:

Unknown said...

Graph is not showing properly.Investment analysis portfolio can help you find out the Stock Valuation and Company Analysis for FREE. MoneyWorks4me gives you all the information about FREE Stocks portfolio verdict analysis, investment portfolio, top stocks to buy. It is a good timing for investors decide to make portfolio investment in stock market.