The valuation of Chinese bonds

As global cities increasingly focus on sustainability and reducing carbon emissions, Shenzhen Metro Group has emerged as a leader in sustainable urban transportation. Through its green bond initiative, the company is funding innovative public transport infrastructure aimed at reducing C02 emissions and improving urban mobility. Alongside this, the case also examines a Chinese Government bond (CNGV), offering insight into the broader landscape of statebacked investments. This case aims to analyze the pricing, yield, sensitivities, and durations of both bonds.

To answer theoretical questions on the green bond market
To understand the difference between the price and the theoretical price of a bond,
to know how to calculate the accrued interest of a bond,
to know how to calculate the theoretical price of a bond,
know how to calculate the yield to maturity of a bond,
understand market prices and bond trading,
know how to calculate the sensitivity and duration of a bond,
use Excel's financial functions to calculate the theoretical price, the yield to maturity, the duration and the sensitivity of a bond.

Bond
Green bond
excel
Yield to maturity
Duration
Sensitivity

Master, M1, M2
Ecole d'ingénieurs
Mastères spécialisés
MBA
Executive MS
Cadre
Dirigeant

Transport and government

PPT de Débriefing
Excel

Année de la problématique : 2025

Livraison : Livraison par lien de téléchargement

Nombre de pages : 8

Temps d'utilisation : 3h00

Code du secteur d'activité : 60 - Transports terrestres