Sentences with phrase «derivatives credit event»

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Not exact matches

Clearing houses manage credit risk, acting as a middle - man in swaps and derivatives trades to guarantee the contract in the event that one of the parties involved goes bust.

Among the factors that could cause actual results to differ materially are the following: (1) worldwide economic, political, and capital markets conditions and other factors beyond the Company's control, including natural and other disasters or climate change affecting the operations of the Company or its customers and suppliers; (2) the Company's credit ratings and its cost of capital; (3) competitive conditions and customer preferences; (4) foreign currency exchange rates and fluctuations in those rates; (5) the timing and market acceptance of new product offerings; (6) the availability and cost of purchased components, compounds, raw materials and energy (including oil and natural gas and their derivatives) due to shortages, increased demand or supply interruptions (including those caused by natural and other disasters and other events); (7) the impact of acquisitions, strategic alliances, divestitures, and other unusual events resulting from portfolio management actions and other evolving business strategies, and possible organizational restructuring; (8) generating fewer productivity improvements than estimated; (9) unanticipated problems or delays with the phased implementation of a global enterprise resource planning (ERP) system, or security breaches and other disruptions to the Company's information technology infrastructure; (10) financial market risks that may affect the Company's funding obligations under defined benefit pension and postretirement plans; and (11) legal proceedings, including significant developments that could occur in the legal and regulatory proceedings described in the Company's Annual Report on Form 10 - K for the year ended Dec. 31, 2017, and any subsequent quarterly reports on Form 10 - Q (the «Reports»).

Senior financial supervisors from seven countries (collectively, the Senior Supervisors Group) today issued a report that assesses how firms manage their credit default swap activities related to the settlement of credit derivatives transactions terminated by the occurrence of a credit event.

Examples of these risks, uncertainties and other factors include, but are not limited to the impact of: adverse general economic and related factors, such as fluctuating or increasing levels of unemployment, underemployment and the volatility of fuel prices, declines in the securities and real estate markets, and perceptions of these conditions that decrease the level of disposable income of consumers or consumer confidence; adverse events impacting the security of travel, such as terrorist acts, armed conflict and threats thereof, acts of piracy, and other international events; the risks and increased costs associated with operating internationally; our expansion into and investments in new markets; breaches in data security or other disturbances to our information technology and other networks; the spread of epidemics and viral outbreaks; adverse incidents involving cruise ships; changes in fuel prices and / or other cruise operating costs; any impairment of our tradenames or goodwill; our hedging strategies; our inability to obtain adequate insurance coverage; our substantial indebtedness, including the ability to raise additional capital to fund our operations, and to generate the necessary amount of cash to service our existing debt; restrictions in the agreements governing our indebtedness that limit our flexibility in operating our business; the significant portion of our assets pledged as collateral under our existing debt agreements and the ability of our creditors to accelerate the repayment of our indebtedness; volatility and disruptions in the global credit and financial markets, which may adversely affect our ability to borrow and could increase our counterparty credit risks, including those under our credit facilities, derivatives, contingent obligations, insurance contracts and new ship progress payment guarantees; fluctuations in foreign currency exchange rates; overcapacity in key markets or globally; our inability to recruit or retain qualified personnel or the loss of key personnel; future changes relating to how external distribution channels sell and market our cruises; our reliance on third parties to provide hotel management services to certain ships and certain other services; delays in our shipbuilding program and ship repairs, maintenance and refurbishments; future increases in the price of, or major changes or reduction in, commercial airline services; seasonal variations in passenger fare rates and occupancy levels at different times of the year; our ability to keep pace with developments in technology; amendments to our collective bargaining agreements for crew members and other employee relation issues; the continued availability of attractive port destinations; pending or threatened litigation, investigations and enforcement actions; changes involving the tax and environmental regulatory regimes in which we operate; and other factors set forth under «Risk Factors» in our most recently filed Annual Report on Form 10 - K and subsequent filings by the Company with the Securities and Exchange Commission.

In my view, those securities are limited to the following: a) credit instruments without credit risk; b) derivative securities, including synthetics, warrants and convertibles; and c) pure risk arbitrage situations, i.e., situations where there are relatively determinant price realization events in relatively determinant periods of time.

The Company's insured credit derivative policies are structured to prevent large one - time claims upon an event of default and to allow for payments over time (i.e. «pay as you go» basis) or at final maturity.

Our insured credit derivative policies are structured to prevent large one - time claims upon an event of default and to allow for payments over time (i.e. «pay as you go» basis) or at final maturity.

Credit default swaps (CDs) are credit derivatives that protect a buyer against the occurrence of a credit event on an underlying bond posCredit default swaps (CDs) are credit derivatives that protect a buyer against the occurrence of a credit event on an underlying bond poscredit derivatives that protect a buyer against the occurrence of a credit event on an underlying bond poscredit event on an underlying bond position.

The International Swaps and Derivatives Association's (ISDA) credit derivatives rule - making body unanimously agreed with a position argued by Paul, Weiss that a Failure to Pay Credit Event had occurred with reDerivatives Association's (ISDA) credit derivatives rule - making body unanimously agreed with a position argued by Paul, Weiss that a Failure to Pay Credit Event had occurred with respectcredit derivatives rule - making body unanimously agreed with a position argued by Paul, Weiss that a Failure to Pay Credit Event had occurred with rederivatives rule - making body unanimously agreed with a position argued by Paul, Weiss that a Failure to Pay Credit Event had occurred with respectCredit Event had occurred with respect to...