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Scotia bank has nine-year zero-coupon bonds with a total face value of $100 million. The current market yield on the bonds is 4 percent. What
- Scotia bank has nine-year zero-coupon bonds with a total face value of $100 million. The current market yield on the bonds is 4 percent.
What is the daily value at risk (VaR) of this bond portfolio if the maximum potential adverse move in yields is estimated at 20 basis points?
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The Company Valuation Playbook Invest With Confidence
Authors: Charles Sunnucks
1st Edition
1838470816, 978-1838470814
