Cash Flow Mapping Case Study

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2.2 Cash Flow Mapping. According to the webpage Investments and Finance Cash Flow Mapping is a procedure for representing a financial instrument as a portfolio of zero-coupon bonds for the purpose of calculating its value at risk. This depends on decomposing the cash flows by placing each cash flow into a standalone maturity bucket. Within the value at risk (VaR) calculation, it is crucial to map interest rate cash flows to the available risk points. 3.0 Results: 3.1 Portfolio Parameters. Table 1 displays the bonds symbol that integrate the portfolio, the number of bonds which are ten, the coupon rates of each bond and the price. Also includes the maturity date which is within the rage of the duration rate. This bond portfolio was started on 03/22/2018 and the duration or target date for this bond is 11/23/2024. The portfolio duration is 6.28 years and has a value of $95,677,653.70. Helfindhl index was implemented with a value of 25.50%. Two of the bonds PPG and VGR have a zero value in the weight …show more content…

This table was created with the help of a macro called Map2. Cash flow mapping is map the portfolio to a set of several risk factors by taking the future cash flow and discounting it by the sport rate. In other words, is a procedure for representing a financial instrument as a portfolio of zero-coupon bond for the purpose of calculating its value at risk. This portfolio accounts with three cash flows that have no risk associated in the periods .025, 0.05, and 1 year. The variance of this portfolio is calculated to be 9.37 and a risk of $968,247.29. The Value at risk (VaR) is a measure of the risk of loss for investments. It estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day. The 10 day 1% VaR for this portfolio is

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