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Course Plan

2015-16

VIT
UNIVERSITY

MBA II Yr

5th

(Estd. u/s 3 of UGC Act 1956)

Trimester

COURSE PLAN
Faculty Details
Name of the Faculty

: M.MANOHARAN

Designation

: ASST. PROFESSOR (SG)

Department

: VIT Business School

Course Details
Name of the Class

: MBA II Yr. (T5)

Batch

: D2

Branch

: FINANCE

Trimester

: T5

Title of the Subject

: FIXED INCOME SECURITIES

S. Code

: BMT6007

Type of the Course

: FINANCE ELECTIVE

Brief Objective of the


Subject

: To know and understand Global fixed income securities markets and various
products. Extending the knowledge and skills to Pricing and analyzing risks
associated with bonds. Fixed income securities Portfolio Construction &
management tools and techniques.

No. of Students

: 40

Performance Target
Details

Planned

Actual (to be filled after the course


completion)

% of Pass

100

% of First Class

80

Class Average Marks

70

Qualitative Objectives
(if any)

Students should be capable of understanding real world fixed income markets, its
need, importance and portfolio techniques.

Evaluation plan
Quiz tests, Assignments, class participation and discussion, case analysis & presentation, mid-term
and end-term examinations.
Learning Resources for the Subject
Prescribed Text Book:
Code

T1.

Title

Author(s)

Publisher

Frank J. Fabozzi

Pearson India (2012)

Bond and Money Markets:


Strategy, Trading, Analysis
Fixed Income Securities: Tools
for Today's Markets -3E

Moorad Choudry

Butterworth-Heinemann
Finance
Wiley Finance (2011)

Fixed Income Markets and


Their Derivatives 3E

Suresh Sundaresan

Bond Markets Analysis and


Strategies -7E

Prescribed Reference Books:


R1.
R2.
R3.

Bruce Tuckman and


Angel Serrat

Academic Press

Others (Web / Journals / Course Packets / Class Notes / etc.


Cases, Research articles and current Global Fixed income markets and developments will be
discussed as and when required.

Recommended Reading Strategies / Guidelines for the subject

Journal and text books related to Fixed Income Securities Markets and Risk management

Regular reading of News papers like, Economic Times, Business Line and Business Standard.

RBI Circulars and publications www.rbi.gov.in

www.Bloomberg.com

www.Reuters.com

www.Cnbc.com

www.Wsj.com

www.Ft.com

www.Economist.com

www.Ecb.int

www.Federalreseve.gov

www.pimco.com

www.fimmda.org

L
3

T P
- -

C
2

Lesson plan
Session
No.

Sub-Topics

Teaching
Pedagogy

Learning Resource

1 &2

Introduction bond markets-securities-risks

Class room
teaching

T1-Ch1

3 to 8

Pricing of Bonds quotes-accrued interestmeasuring yield-types-calculations.

Class room
teaching

T1 Ch2 & Ch3

9 to 11

Bond Price volatility convexity-price yield


relationship. Duration, modified duration.

Class Room
teaching

T1 Ch4

12 to 15

Term structure of Int. rate ,Yield Curve ,


Spread and Benchmark spread

Class room
Teaching

T1 Ch5

16 to 18

Corporate debt instruments bankruptcy and


creditor rights

Class room
teaching

T 1 Ch 7

19 to 21

Corporate bond credit analysis-analysis of


Business risk, Corp. Governance risk and
Financial Risk. Global rating agencies and
comparison of ratings.

Class room
teaching

22 to 24

Bond portfolio management strategies


tracking error active portfolio strategiesindexing.

Class room
teaching

T1Ch23 and 24

25 &26

Credit derivatives

Class room
teaching

T1 Ch30

Introduction to Asset backed securities- CDOs.

Class room
teaching

T1 Ch 15 &16

27
28 to 30

Topic Presentations

Signature of the Faculty

T1 Ch.21

Seminar Presentations

Signature of the Program Manager

Percentage distribution of Marks for Evaluation


Class
Assignment

10%

Mid Term

Term End

Presentation

Examination

Examination

15%

20%

40%

Total

Participation
5%

Seminar
Quiz

10%

100%

Mid-Term Question Paper Pattern


Max. Time. 1 Hr.30 min

Max Marks. 50
Section-A (Q.no 1 to 5)

Answer all questions (3X 5 = 15marks)


There will be five questions short answer type.
Section- B (Q.no 6 & 7)
Answer any TWO questions (10X2 = 20Marks)
Two out of three questions to be answered
Section-C (Q.no 8)
(Compulsory)
Case Study (Compulsory) (15Marks)

-------------------------------------------------------------------------------------------------------Term End Question Paper Pattern


Max. Time. 3Hrs

Max Marks 100

Section-A (Q.no 1 to 10)


Answer all questions (3 X 10 = 30 Marks)
There will be ten questions short answer type.
Section- B (Q.no 11to 17)
Answer any 5 questions (10 X 5 = 50 Marks)
Five out of seven questions to be answered
Section-C (Q.no 18)
(Compulsory)
Case Study (Compulsory) (20 marks)