Implied Rate

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Implied Rate

The interest rate as calculated from the difference between a forward exchange rate and a spot exchange rate.
References in periodicals archive ?
More recently, Scharff and Viscusi (2011) have found implied rates of time preference averaging 10% in their analysis of smokers, nonsmokers, and labor markets.
While the Bank has implied rates will stay on hold until at least 2016, markets are predicting a hike in the first quarter of 2015.
Therefore, CBR's FX swap rate will lose in importance as a driver of short end FX implied rates as no bank will be tapping this (by then) avery expensive' facility in the first place.
Detailed price indexes for nonresidential fixed assets and implied rates of depreciation for selected aggregates by industry are also included.
That is, the level and volatility of the 3-, 6-, and 9-month-ahead implied rates declined and stabilized after June 30.
He said the comments implied rates still had further to rise and could hit 4.
The implied rates derived from fed funds futures prices have produced accurate predictions of the actual funds rate over horizons of a few months.
3) As a result, by looking at the term structure of implied rates on federal funds futures, policymakers are able to assess market participants' expectations and understand what interest rate forecasts are implicit in other asset prices.
Among the significant tables in the study are the following: Best's Cumulative Average Impairment Rates (for 15 years), Best's Implied Rates of Holding Company Senior Unsecured Debt (for 15 years) and Best's One-Year Rating Transition Matrix.
While the Bank has implied rates will stay on hold until late 2016, markets have brought forward their forecasts for a hike to the first quarter of 2015.
Meanwhile, although expansion of the service economy remained stronger than that of manufacturing, the differential between the implied rates of growth narrowed for the second successive month.
Meanwhile, continuing the trend observed since April, activity in the services economy expanded at a rate above that of the manufacturing sector (although the differential between the implied rates of growth narrowed).