Effective Duration is listed in IFRS sample questions #9

jiminkwagjiminkwag
in OSFI.MCT

Hi,

The wiki mentions that effective duration is likely not to be tested, but I would like to point out that CAS explicitly included it in their IFRS sample question #9.
IFRS -17 Sample Questions listed in https://www.casact.org/exam/exam-6c-regulation-and-financial-reportingcanada

Comments

  • Staff-T1Staff-T1

    Interesting - I do not think they actually showed how to calculate effective duration in any of the papers if I recall

  • jiminkwagjiminkwag

    calculation of effective duration and modified duration seems to be included in the "6C_CIA_Duration_Excel_illustration.xlsx" from the syllabus. Best

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