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TMA Template FIN357e Fixed Income Securities Tutor-Marked Assignment July 2019 Presentation FIN357e Tutor-Marked Assignment SINGAPORE UNIVERSITY OF SOCIAL SCIENCES (SUSS) Page 2 of 5 TUTOR-MARKED...

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TMA Template











FIN357e
Fixed Income Securities


Tutor-Marked Assignment

July 2019 Presentation







FIN357e Tutor-Marked Assignment
SINGAPORE UNIVERSITY OF SOCIAL SCIENCES (SUSS) Page 2 of 5
TUTOR-MARKED ASSIGNMENT (TMA)

This assignment is worth 38% of the final mark for FIN357e Fixed Income Securities.

The cut-off date for this assignment is 15 October 2019, 2355 hrs.


Note to Students:

You are to include the following particulars in your submission: Course Code, Title of the
TMA, SUSS PI No., Your Name, and Submission Date.



You must answer ALL the questions. (Total 100 marks)


Question 1

(a) Suppose that you are given the following information about two callable bonds of the
same issue that can be called immediately:



You are told that both bonds have about the same maturity and the coupon rate of one
ond is 7% and the other is 13%. Suppose that the yield curve for this issuer is flat at
8%.

Based on this information, evaluate which bond is the lower coupon bond and which is
the higher coupon bond? Explain why.
(7 marks)

(b) Suppose that a 6% coupon corporate bond is immediately callable. Also suppose that if
this issuer issues new bonds the coupon rate would be 12%.

Why would the modified duration be a good approximation of the effective duration
for the old bond?
(6 marks)

(c) A three-year old 10-year 9% semi-annual coupon bond is selling at $1, XXXXXXXXXXtoday.
If the yield increases by 75 basis points, how much of the price change is due to
convexity of the bond? (Face Value = $1,000)
(7 marks)
-50 basis points +50 basis points
Bond ABC +2% -5%
Bond XYZ +11% -8%
Estimated % price change if interest rates change by:
FIN357e Tutor-Marked Assignment
SINGAPORE UNIVERSITY OF SOCIAL SCIENCES (SUSS) Page 3 of 5
Question 2

“Hyflux default signals more trouble ahead for Singapore bond market: S&P”.
(Headline in Business Times article dated 9 April 2019)

(a) Based on your understanding of credit analysis, analyse the claim in the headline of the
article.
(10 marks)

(b) Discuss why lenders to Hyflux would place much less emphasis on its electricity
generation assets as collateral and instead focus on Hyflux’s revenue?
XXXXXXXXXXmarks)


Question 3

(a) What is the reinvestment risk and interest rate risk associated with the Yield-to-
Maturity measure? Describe and appraise these notions
(4 marks)

(b) The following yield and prices are reported in the financial press. Are any of them
inco
ect assuming that the reported price and coupon rate are co
ect? If so, explain
why. (No calculations are needed to answer this question)
(8 marks)



(c) Assuming the Expectation Theory holds, and the 1-year forward rate beginning in 6
months is 9.25%, a
itrage the market with the given spot rates below. Determine the
a
itrage profit based on $1 million bo
owed. (Assume monthly compounding)

(8 marks)


Bond Price Coupon (%) Cu
ent Yield (%) Yield to Maturity (%)
A XXXXXXXXXX
B XXXXXXXXXX
C XXXXXXXXXX
D XXXXXXXXXX
E XXXXXXXXXX
FIN357e Tutor-Marked Assignment
SINGAPORE UNIVERSITY OF SOCIAL SCIENCES (SUSS) Page 4 of 5
Question 4

The following question concerns the binomial tree model which is a well-known model
developed for risk hedging and immunisation involving options.

Given in Exhibit A below are the on-the-run Treasury rates.


Exhibit A

The 4-period binomial tree under volatility assumptions 15% and 25% of these Treasury rates
are shown respectively in Exhibit B and Exhibit C (at the end of this paper).

Given an option-free annual bond with face value $100, coupon 8% and 4 years to maturity,

(a) Price this bond with the spot rate curve given in Exhibit A.
(4 marks)

(b) Price this bond again with the binomial trees in Exhibit B and C.
(6 marks)

(c) Comment on your findings in parts (a) and (b) above.
(4 marks)

(d) Price this bond again assuming it is a callable bond with call price $102, $101 and $100
in years 1 to 3 respectively with the binomial trees in Exhibit B and C.
(6 marks)

(e) Comment on your findings in part (d) above, specifically compare them with your
answers in parts (a) to (c).
(4 marks)

(f) If the observed market price of this callable bond is $ XXXXXXXXXX, determine the nominal
spread and Z-spread of this bond.
(6 marks)

(g) At this market price $ XXXXXXXXXX, what is the Option Adjusted Spread under Exhibit B
and C.
(6 marks)

(h) Comment on your answers in part (g) above.
(4 marks)

FIN357e Tutor-Marked Assignment
SINGAPORE UNIVERSITY OF SOCIAL SCIENCES (SUSS) Page 5 of 5

Exhibit B Exhibit C



---- END OF ASSIGNMENT ----


Exhibit B: Binomial Tree under 15% Volatility Assumption
XXXXXXXXXX
node uuuu
ate
PV/FaceValue 100
coupon 8
34uuu
XXXXXXXXXX
XXXXXXXXXX
8
23uu uuud
XXXXXXXXXX
XXXXXXXXXX
8 8
12u r34uud
XXXXXXXXXX
XXXXXXXXXX
8 8
01 r23ud uudd
XXXXXXXXXX
XXXXXXXXXX
8 8
12d r34udd
XXXXXXXXXX
XXXXXXXXXX
8 8
23dd uddd
XXXXXXXXXX
XXXXXXXXXX
8 8
34ddd
XXXXXXXXXX
XXXXXXXXXX
8
dddd
100
8
Exhibit C: Binomial Tree under 25% Volatility Assumption
XXXXXXXXXX
node uuuu
ate
PV/FaceValue 100
coupon 8
34uuu
XXXXXXXXXX
XXXXXXXXXX
8
23uu uuud
XXXXXXXXXX
XXXXXXXXXX
8 8
12u r34uud
XXXXXXXXXX
XXXXXXXXXX
8 8
01 r23ud uudd
XXXXXXXXXX
XXXXXXXXXX
8 8
12d r34udd
XXXXXXXXXX
XXXXXXXXXX
8 8
23dd uddd
XXXXXXXXXX
XXXXXXXXXX
8 8
34ddd
XXXXXXXXXX
XXXXXXXXXX
8
dddd
100
8
    Tutor-Marked Assignment
    July 2019 Presentation
    TUTOR-MARKED ASSIGNMENT (TMA)

Course Code
FIN357
Fixed Income Securities
Study Guide (5CU)
Course Development Team
Head of Programme : Dr Tan Chong Hui
Course Developer : Dr Ding Ding
Production : Educational Technology & Production Team
© 2019 Singapore University of Social Sciences. All rights reserved.
No part of this material may be reproduced in any form or by any means without
permission in writing from the Educational Technology & Production, Singapore
University of Social Sciences.
Educational Technology & Production
Singapore University of Social Sciences
463Clementi Road
Singapore 599494
Release V1.5
CONTENTS

SECTION 1: COURSE GUIDE
1.1 Introduction .................................................................................. XXXXXXXXXX1
1.2 Course Description and Aims .................................................... XXXXXXXXXX2
1.3 Learning Outcome ....................................................................... XXXXXXXXXX2
1.4 Overall Assessment ..................................................................... XXXXXXXXXX3
1.5 Learning Materials ....................................................................... XXXXXXXXXX5
SECTION 2: STUDY UNITS

STUDY UNIT 1
Learning Outcomes ···················································································· SU1-1
Overview ······································································································ SU1-1
Chapter 1: Introduction to Fixed Income Securities ····························· SU1-2
Chapter 2: Risks associated with Investing in Bonds ···························· SU1-7
Chapter 3: Major Bond Types and their Characteristics ····················· SU1-10
STUDY UNIT 2
Learning Outcomes ···················································································· SU2-1
Overview ······································································································ SU2-1
Chapter 4: Yield Spreads and Interest Rate Determination ·················· SU2-2
Chapter 5: Valuation of Bonds
Answered Same Day Oct 03, 2021 UNIT 5

Solution

Guneet answered on Oct 12 2021
162 Votes
FIXED INCOME SECURITIES
 
 
 
  
 
 
  
SU1: FIN357e
FIXED INCOME SECURITIES
Student Name:
Name of the Project:
Professor:
October 12, 2019
 
 
 
 
 
Question 1
(a)    Suppose that you are given the following information about two callable bonds of the same issue that can be called immediately:
You are told that both bonds have about the same maturity and the coupon rate of one bond is 7% and the other is 13%. Suppose that the yield curve for this issuer is flat at 8%. Based on this information, evaluate which bond is the lower coupon bond and which is the higher coupon bond? Explain why. (7 marks)
Solution:
    
    ABC
    
    -0.50%
    
    0.50%
    bond price
    1000
    995
    
    1005
    
    Int. rate
    7%
    7.14%
    
    6.65%
    
    
    XYZ
    
    -0.50%
    
    0.50%
    bond price
    1000
    995
    
    1005
    
    Int. rate
    13%
    14.43%
    
    11.96%
    
The above tables clearly states the changes in price due to changes in its interest rates. The yield curve is flat at 8%. Bond ABC is a low coupon bond as the interest rate is lower than the yield curve. Bond XYZ is high coupon bond as the interest rate is more than the flat yield curve rate of 8%.  Therefore the bond which has a better coupon rate is XYZ as its coupon payments are higher than ABC and the flattened yield curve.
(b) Suppose that a 6% coupon corporate bond is immediately callable. Also suppose that if this issuer issues new bonds the coupon rate would be 12%. Why would the modified duration be a good approximation of the effective duration for the old bond? (6 marks)
If the 6% bond is immediately callable then the modified duration will be a good approximation of the effective duration for the old bond. It is because an embedded option bond behaves like an option free bond if there is no benefit to issuer. The increase in interest rate from 6% to 12% will not be an optimal option as it lead to a higher payment of interest. Therefore it will not benefit the bond issuer in any way to call the previous bond. So for this scenario modified duration will be a good approximation of the effective duration of the old callable bond. 
(c) A three-year old 10-year 9% semi-annual coupon bond is selling at $1,138.8245 today. If the yield increases by 75 basis points, how much of the price change is due to convexity of the bond? (Face Value = $1,000) (7 marks)
Solution: 
We will solve this problem using Macaulay Duration and Modified Duration as the bond is convex, where the price and interest rate move in the opposite direction. Below is the calculation explained:
     
As per above formula, The macaulay duration comes to 6.84.
Now we will calculate the modified duration using the above macaulay duration.
As per above formula, modified duration is 6.28%. This means if the interest rate increases by 75 basis points, the price of the bond will decrease by 6.28% due to convexity of bond. This means the price will decrease from $ 1138.8245 to $ 1067.33.
 
FIN357e Tutor-Marked Assignment SINGAPORE UNIVERSITY OF SOCIAL SCIENCES (SUSS) Page 3 of 5 
Question 2 
“Hyflux default signals more trouble ahead for Singapore bond market: S&P”. (Headline in Business Times article dated 9 April 2019)
Solution: 
(a) Based on your understanding of credit analysis, analyse the claim in the headline of the article. (10 marks) 
Solution:  
Credit Analysis of companies has become an essential part of credit scoring agencies, rating agencies and for a company’s stakeholders to know the true position of business performance. Credit problems in a bond portfolio are the primary cause of non-payment of bond obligations for holders of fixed income securities. Thus, the analysis of credit risk is of primary importance to holders of such securities. The purpose of credit analysis is to generate profitable bond portfolios that do not expose bond holders to excessive amounts of risk. Corporate bonds are essentially loans to corporations. 
Traditional Credit Analysis: This includes detailed analysis and is a detailed process involving four C’s...
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