Default swap 

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Credit default swaps: verzekeren tegen faillissement | Financieel: Beleggen
... van bedrijven als van individuele landen. beleggers kunnen vervolgens een credit default swap afsluiten. de partij bij wie zij die credit default swap afsluiten krijgen zij een bepaald percentage van de winst. in ... belgie weet dit jaar wederom de eindstr bronnen en referenties nl.wikipedia.org wiki credit default swap credit default swaps verzekeren tegen faillissement simcha bronnen en referenties
infonu.nl

20100608114036__risk2009.pdf
... transactions including currency swaps options forward rate agreement (fra) interest rate swaps 12 credit-default swap (cds), etc please find below an overview of the net credit exposure of derivatives ... provide sufficient granularity for risk assessment. the rating grades are converted to probability of default (pd) via masterscale. masterscale is reviewed on an annual basis and updated where ...
garantibank.nl

risk2008.pdf
... ) transactions currency and interest rate transactions including swaps options forward rate agreement (fra) credit-default swap (cds), etc please find below an overview of the net credit exposure of ... provide sufficient granularity for risk assessment. the rating grades are converted to probability of default (pd) via masterscale. masterscale is reviewed on annual basis and updated where necessary ...
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AMBA 2736863 v1 turbos combined supplements DOC
... terminated the credit default swap referred to above as of 31 october 2010. as the issuer reports under basel ii as of 1 april 2010, the impact of the credit default swap on risk-weighted assets 8 under basel ii is significantly less. therefore it was no longer (cost) efficient to maintain the credit default swap. 5. in section description ...
abnamro.nl

Centraal Economisch Plan 2011
... fannie mae en freddie mac. waarom verlangen financiers geen hogere risicopremie (inflatierisico en default risico) op amerikaans overheidspapier en heeft de verenigde staten nog steeds de hoogste (aaa ... rente (links) en ted-spread (rechts) hoewel de verzekeringspremie voor het kredietrisico (credit default swap; cds) van griekse overheidsschuld recent elijk gedaald is, schommelt ze nog steeds rond ...
cpb.nl

Microsoft Word - discussion164.doc
... default swap premium over the period a credit default swap is an insur- ance contract against the default risk of bank. the premium of a credit default swap 10 depends on the probability that the default ...
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«Nom_OPC» «Nom_compartiment»
... authorised investors investors specially approved by the board of directors of the company cds credit default swap cfd contract for difference circular 08 356 circular issued by the cssf on 4 june ... the distributors, supplemental to the share of the management fee that they receive eds equity default swap eea european economic area emerging markets non oecd european countries prior to 1 january 1994 ...
abnamro.nl

ICM 3707301 v10 SMTN Prog Current working OC
... redeemed prior to their stated maturity date or upon the occurrence of an event of default or upon the occurrence of a tax call. 8 fixed rate notes fixed interest will ... (s) (i) on the same basis as the floating rate under a notional interest rate swap transaction in the relevant specified currency governed by an agreement incorporating the 2000 isda definitions ...
snsregiobank.nl

binnenwerk ATbank.indd
... business. in addition credit risk represents all forms of counterparty exposure, namely where counter parties default on their obligations to the bank in relation to hedging, settlement and other financial ... the collecting of information. the bank also engages in foreign exchange and interest rate swap exposures purely for hedging purposes. these transactions expose the bank to a counterparty and ...
atbank.nl

untitled
... positions are consis- tently applied to the related off balance sheet instruments. the related swap costs are accrued for based upon the contractual terms of the contracts, maturing in ... industry concentration' and relates to the risk that sectoral industry factors drive the likelihood of default for a significant number of counterparties in the portfolio. sector concentration risk arises if ...
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