FixedIncomeRisk Forum

The team at FixedIncomeRisk.com has created a Classification System for all fixed income topics. This classification system has been used to classify the major and minor areas covered in more than fifty top-selling fixed income books listed on the fixedincomerisk.com site. Part of this classification system has also been used for structuring the fixed income forums.

Fixed Income Classification System

T0 – General
T1. Basic Fixed Income
T11. Basic Valuation, Term Structure, and Interest Rate Risk Measures
T12. Fixed Income Securities, Markets, and Institutions
T13. Central Banks, Monetary Policy, and Fixed Income Regulation
T14. Foreign Exchange and International Fixed Income Markets
T15. Basic Asset-Liability Management and Bond Portfolio Analysis
T16. Bank Risk and Basel Accords
T17. Credit Crisis of 2007-2008
T19. Other Issues

T2. Models of Interest Rates
T21. Continuous-Time Mathematics and Martingale Valuation
T22. Short Rate Models for Valuation of Bonds and Basic Interest Rate Derivatives
T23. HJM, LIBOR, and other Forward Rate Models for Valuation of Bonds and Basic Interest
Rate Derivatives
T24. Valuation of Interest Rate Derivatives with Inflation, Multiple Currencies, and Complex
Payoffs
T25. Econometrics related to interest rates
T26. Risk and Return Analysis for Default-Free Bond Portfolios
T27. Interest Rate Risk, and Basel Accords
T29. Other Issues

T3. Models of Credit Risk and Other Risks
T31. Default Probability, Recovery Risk, Ratings, and Transition Matrices
T32. Models of Credit Risk for Valuing Default-Prone Bonds
T33. Valuation of Credit Derivatives
T34. Sovereign Default
T35. Liquidity Risk, Operational Risk, Currency Risk, and Other Risks
T36. Econometrics related to Credit and Other Risks
T37. Risk and Return Analysis for Credit Bond Portfolios
T38. Credit and Other Risks, and Basel Accords
T39. Other Issues

T4. Fixed Income Structured Products
T41. Securitization and Special Purpose Vehicles (SPVs)
T42. Mortgage-Backed Securities and Collateralized Mortgage Obligations
T43. Asset-Backed Securities
T44. Collateralized Loan Obligations and Collateralized Debt Obligations (CDOs)
T45. Second Generation Credit Derivatives (synthetic CDOs, CPDOs, CDO-squared, etc.)
T46. Structured Credit Products, and Basel Accords
T49. Other Issues