Yield Curves in the Bond Market

Yield Curves in the Bond Market

Generally yield curves are built for a specific currency and for a specific issuer. In this video, Lindsey discusses LIBOR curves, the technical details behind building a curve and how this information applies to real curves.
Overview

Yield curves are highly important in fixed income. They allow an investor to value bonds and other instruments in order to identify a potential mispricing. Building a yield curve requires an understanding of forward rates and future expectations.

Key learning objectives:

  • Identify the different types of yield curves

  • Understand the use of a yield curve

  • Recognise how to build a curve and its practical application

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Summary
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Expert
Lindsey Matthews

Lindsey Matthews

Lindsey runs Perfordiant, an investment risk and performance consulting firm. He has worked in financial markets since 1992. Lindsey became an MD in fixed income and equities, ran a Risk function, and was on the management team of an Asset Management fintech business. Lindsey is now a Visiting Fellow at the Henley Business School, and resides on the board of CFA UK.

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