As of June 30, 2014, 86% of the Company's combined repurchase agreement and net long TBA balance was hedged through interest rate swaps, interest rate
swaptions, TBA call options and U.
Regulations will cover derivatives that have traditionally been traded off an exchange such as credit default swaps, interest rate
swaps and commodity derivatives.
The most common types of interest rate derivatives include interest rate swaps, interest rate
caps, basis swaps, and rate locks.
They develop a methodology that can be used to quantify credit exposure involved in various types of currency swaps, interest rate
swaps, and from off-balance-sheet operations.
Swap agreement risk: The Fund may enter into various types of swap agreements, including, but not limited to, credit default swaps, total return swaps, interest rate
swaps, index swaps, currency swaps and variance swap agreements.
21, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, announced today the Commodity Futures Trading Commission (CFTC) has provisionally approved CME Repository Service as a swap data repository (SDR) for credit default swaps, interest rate
swaps, commodities and foreign exchange asset classes.
For their modeling needs, portfolio managers can take advantage of the rich set of financial instruments available in the investment module, such as floating rate notes, interest rate swaps, interest rate
derivatives, inflation-linked derivatives and equity derivatives.
Treasuries, Agencies, Corporate Bonds, Convertible Bonds, Private Placements, Default Swaps, Interest Rate
Swaps and Municipal bonds.
StatPro's CAP service is a web based application that values a wide range of illiquid assets including hard to price fixed income instruments such as European ABS and MBS, Credit-Linked Notes, credit default swaps, interest rate
swaps and a range of other OTC Derivative instruments.
They also need the ability to combine many types of securities in a portfolio: stocks, options, credit default swaps, interest rate
hedges and convertibles.
The most common derivative contract exposure in Fitch-rated transactions are foreign currency swaps, interest rate swaps, interest rate
caps and floors and credit default swaps (CDS).
BGC was also awarded second or third place in 29 additional categories which included short dated interest rate swaps, interest rate
swaps 2-10 years, overnight index swaps and forward rate agreements.