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What Is Bond Duration?
Manage episode 312357738 series 3233643
Welcome to Bond Investment Mentor! This is a podcast dedicated to helping community financial institutions master the art of fixed-income investments.
In this episode:
- Understanding Duration (1:40)
- The two definitions of duration
- Accounting definition (Macauley duration)
- Portfolio management definition (Modified duration)
- Duration as a portfolio management tool
- 3 factors that influence duration
- Effective duration vs. modified duration
- The two definitions of duration
- Latest inflation report & bond market reaction (12:32)
- Federal Reserve: Quarles resignation (14:11)
- Review of agency MBS prepayment report (15:04)
- LIBOR transition for community financial institutions (17:13)
- More information and OCC self-assessment tool: BondInvestmentMentor.com/OCCLibor
- Coming Up! Bond Investment Mentor Live Training on 11/17 (20:34)
- More Information: BondInvestmentMentor.com/LiveTraining
If you have questions about anything covered in this episode, please email me at Chris @ BondInvestmentMentor.com.
Do you know someone who could benefit from this information? Please share this episode and podcast with them!
You will find more articles, tips, and resources about fixed income investing and portfolio management at BondInvestmentMentor.com. Check it out!
Let’s Connect via Social Media!
LinkedIn: Christopher Nelson, CFA
Facebook: Bond Investment Mentor
44 episodios
Manage episode 312357738 series 3233643
Welcome to Bond Investment Mentor! This is a podcast dedicated to helping community financial institutions master the art of fixed-income investments.
In this episode:
- Understanding Duration (1:40)
- The two definitions of duration
- Accounting definition (Macauley duration)
- Portfolio management definition (Modified duration)
- Duration as a portfolio management tool
- 3 factors that influence duration
- Effective duration vs. modified duration
- The two definitions of duration
- Latest inflation report & bond market reaction (12:32)
- Federal Reserve: Quarles resignation (14:11)
- Review of agency MBS prepayment report (15:04)
- LIBOR transition for community financial institutions (17:13)
- More information and OCC self-assessment tool: BondInvestmentMentor.com/OCCLibor
- Coming Up! Bond Investment Mentor Live Training on 11/17 (20:34)
- More Information: BondInvestmentMentor.com/LiveTraining
If you have questions about anything covered in this episode, please email me at Chris @ BondInvestmentMentor.com.
Do you know someone who could benefit from this information? Please share this episode and podcast with them!
You will find more articles, tips, and resources about fixed income investing and portfolio management at BondInvestmentMentor.com. Check it out!
Let’s Connect via Social Media!
LinkedIn: Christopher Nelson, CFA
Facebook: Bond Investment Mentor
44 episodios
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