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Just not getting it

Paul Smith says:
September 15 2017 at 10:18 pm
If it’s not default I’m not clear what else could disrupt valuations.

Gilts are defined by nominal, coupon and redemption date. Valuation is determined by discounted cash flow against the yield curve alongside the perceived certainty that the payments will be received i.e. they will not default.

The only unknown variables are the expected shape of the yield curve and of course the market demand. Yield curve expectations may vary over time but this has always been the case. Demand for gilts will almost certainly increase in a crash as investors seek safe havens.

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Richard Murphy says:
September 15 2017 at 11:04 pm
You have no clue what the uncertainties are

Because you can’t know my assertion is the only one that can be said to be based on fact

The fact is, you don’t know

And because you don’t know volatility is likely

3 thoughts on “Just not getting it”

  1. I’m now very confused – doesn’t Murphy think government bonds are fantastic things that we should base our whole economy around, and they’re all anyone should invest in?

    And now I find they’re incredibly complex volatile instruments that don’t follow standard pricing models.

    Eh?

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