Time spreads 

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20100609140407 GBI AnnualReport2009 pdf
... in financial assets such as equities and commodities accompanied by sharp tightening in credit spreads. report of the managing board garantibankinternationaln.v.annualreport2009 11 report of the managing board ... disposable income and increased uncertainties which negatively impacted on investment decisions. at the same time the unemployment rate grew to the highest level since 2004, 7.8 percent, ...
garantibank.nl

ar2006.pdf
... note that exports from emerging countries to developed countries have doubled during the same time span. in consideration of such, gbi observes the growing weight of emerging markets in ... exchange traded derivatives, structured products, commodities, etf's and investment funds. in spite of narrowing spreads and tightening margins in its core markets,treasury was able to generate very satisfactory ...
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Microsoft Word - W110711NL.doc
... sterke afwaardering van portugese staatsobligaties door moody's heeft ook al niet geholpen de spreads op spaanse en italiaanse staatsobligaties is daardoor groter geworden goede ontwikkeling. erger alles ... weekly - ...en toen italie - 11 juli 2011 wekelijkse kalender economiche indicatoren day and time market indicator change latest outcome expectation abn amro expectation consensus impact monday 11 ...
abnamro.nl

dp175 systemic risk across sectors pdf
... a disadvantage is that most cds spreads are only available since a few years. furthermore, cds spreads are sensitive to changes in ... the indirect exposure that arises from pro-cyclical effects. time-variation in the market sensitivity is taken into account ... risk, kmv llc document, moodys kmv company. giglio, s., 2010, cds spreads and systemic financial risk, phd thesis, harvard university. gomes, m. ...
cpb.nl

impact bank competition interest rate pass through euro area pdf
... loan market competition is stronger, we observe larger bank spreads (that is, lower bank interest rates) on current account and time deposits. lower time deposits rates are confirmed by the estimates of ... is stronger, we observe larger spreads between bank and market interest rates (that is, lower bank interest rates) on current account and time deposits. lower time deposit rates in countries with ...
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Visie Update2011 tcm7 90019 pdf
... (euro hedged). het positieve resultaat werd vooral behaald dankzij het verder afnemen van de spreads - de risico-opslag - op bedrijfsobligaties. vooral bedrijfsobligaties van financiele instellingen presteerden prima. door ... langetermijntrend volgende fase gestart. die moet de s p uiteindelijk naar nieuwe all-time highs brengen. rond de zomermaanden verwachten we wel de vorming van een tijdelijke ...
ing.nl

WIZCIT powered system
... op mijn ing of bel cent per minuut). wat zijn de margineisen bij optiecombinaties? time spread opslag van 250. spread in indexopties met looptijd long optie short optie ... verschillende uitoefenprijzen (uitoefenprijs putoptie is lager calloptie). opties zo werkt het augustus 2012 19 spreads optiestrategie waarbij opties met dezelfde onderliggende waarden worden gekocht en tegelijkertijd opties uit ...
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AMBA 1644140 v14 ABN AMRO RD 2009 DOC
... commission. the shared economic interest in the segment central items will remain until such time the shareholders agree on allocation, dispose of the items or come to another agreement. ... credit and liquidity conditions and disruptions leading to less liquidity, greater volatility, general widening of spreads and, in some cases, lack of price transparency on interbank lending rates. in september ...
snsbank.nl

Microsoft Word - final version1..doc
... that they only go long in futures and then roll their positions by buying calendar spreads (which is a long and short position with different delivery dates), and never sell. ... the independent variables are considered strictly exogenous. if the assumption only holds for each specific time period we call the independent variables contemporaneously exogenous, which is sufficient to prove consistency ...
triodos.nl

WTT Bedrijven rapport Speuren naar sterren pdf
... nemen. 5 rusland kwam tiende plaats uit 6 african development bank, africa in 50 years' time - the road towards inclusive growth, 2011 14 kerngegevens 2011 brazilie china indiarusland polen turkije bbp ... risico- aversie komt tot uiting in een druk op de zloty en in oplopende cds-spreads. poolse banken zijn kwetsbaar voor wisselkoers- risico's hypotheken is in vreemde valuta) terugtrekken van ...
abnamro.nl