Economics Portfolio CFA L2 Qcfinance
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Shivgan JoshiEconomics Portfolio CFA L2 Qcfinance
Uploaded by
Shivgan JoshiEconomics for
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CFA L1 & L2: Economic
Theories 50%
Fed News 40%
COD 10%
By Shivgan Joshi
[email protected]
Central Bank & history of Fed
Types of money in the system
3 Balancing aspects: Interest rate vs.
Inflation effect vs. UE vs. Forward
currency (FRB Index)
2003-2008-2012 Federal Reserve
Sterilized QE by ECB
Role of China in US Financial System,
Yuan Manipulation, Reserve of UT
Bonds
Currency Wars? Global Inflation caused
by FR?
Cross currency Arbitrage
Deadweight Loss
Indian Currency trends 55-50-60 J
Curve
Economics
CFA L2
Numerical
Economic Growth
Government Regulation
Gross Domestic Product (or
Measuring Economic Activity)
International Trade
Foreign Exchange Rate Systems
and Parity Relationships
Currency bid ask forward
inflation etc
Relation between labor capital
production 1/3
Economics
CFA L2
Tough Questions
Numerical
Taylor rule
Three capital account Taylors
theory of capital
Currency & interest forward
Effect of currency on many things
three things that effect currency
Three growth theories - % of growth
and other things
Taylor rule to determine the
appropriate policy rate is
TFP GDP growth rates
Y = AF(K, L)
Taylor rule, MundellFleming
model, Rdiger Dornbusch
Portfolio CFA
L2
10 Minutes refresher
Concepts MVA Multifactor
n assets
Active Portfolio Information
ratio Tenor Weights - new
beta
IPC
