Deck 4 – Corp Issuer Markets

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Question

At low yield levels, what convexity behavior makes callable bonds risky to analyze with straight-bond intuition?

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Answer

They can exhibit negative convexity.

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Question

What major risk remains for a repo lender even when collateral is posted?

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Answer

Collateral value may fall below the amount lent after borrower default.

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Question

What funding risk is created when a firm relies heavily on commercial paper?

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Answer

Rollover risk if maturing paper cannot be refinanced.

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Question

Why might an issuer choose medium-term notes instead of a traditional corporate bond issue?

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Answer

MTNs can be sold continuously from a shelf as investor demand appears.

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