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  1. CFA Program
  2. Level III
  3. TA14 Swaps, Forwards and Futures Strategies

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←TA14 Swaps, Forwards and Futures Strategies

Video moduleTA1413 of 161 min

Cash Equitization

←Derivatives in Asset AllocationModified Duration of the Bank's Equity Capital→

With the lesson

Key points, the transcript and the notes (6 pp) open with the lesson.

In this section

TA14 Swaps, Forwards and Futures Strategies

13 of 16

  1. 01Swaps, Forwards and Futures Strategies NotesNotes · 6 pp
  2. 02Interest Rate Swaps - The BasicsVideo · 4 min
  3. 03Variance SwapVideo · 6 min
  4. 04Cross HedgesVideo · 3 min
  5. 05Using Interest Rate Futures to Lock in an Interest RateVideo · 4 min
  6. 06Cross-Currency Basis SwapVideo · 5 min
  7. 07Changing Portfolio Beta with Futures ContractsVideo · 4 min
  8. 08Rolling Over a HedgeVideo · 4 min
  9. 09Roll YieldVideo · 4 min
  10. 10ReplicationVideo · 4 min
  11. 11Fed Funds RateVideo · 5 min
  12. 12Derivatives in Asset AllocationVideo · 4 min
  13. 13Cash EquitizationVideo · 1 min
  14. 14Modified Duration of the Bank's Equity CapitalVideo · 3 min
  15. 15The Effect on the Market Value of a Bank's Equity Given Changes in Interest RatesVideo · 3 min
  16. 16Dec 7, 2025Class · 1 h 59 min
Whole Level III outline→
PreviousDerivatives in Asset AllocationTA14 · Video module · 4 minNextModified Duration of the Bank's Equity CapitalTA14 · Video module · 3 min
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