Default swaps 

11 - 15 van 15 voor default swaps

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 ... currency governed by an agreement incorporating the 2000 isda definitions (as published by the international swaps and derivatives association, inc., and as amended and updated as at the issue date of ...
snsregiobank.nl

Teb Nv
... in july 2007. after that date, treasury - euro dollar (ted) spreads and ois (overnight index swaps) became erratic with increasing volatilities signaling a serious problem in bank lending. with the bankruptcy ... s debtors, which may eventually come to default. the probability of default and the expected recovery on the loan or receivable in the event of default are key components of the credit quality ...
tebnv.nl

binnenwerk ATbank.indd
... recorded under interest. for managing the interest rate risks the bank uses interest rate swaps. the accrued interest receivable is stated under prepayments and accrued interest and for interest ... . 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 ...
atbank.nl

untitled
... as part of its economic hedging policy, off balance sheet instruments such as foreign exchange swaps to offset foreign exchange risks related to specific asset and liability positions. the accounting ... 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 ...
atbank.nl  meer van deze site

20100608114036__risk2009.pdf
... forward foreign exchange (fx) transactions currency transactions including currency swaps options forward rate agreement (fra) interest rate swaps 12 credit-default swap (cds), etc please find below an overview ... 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