Sentences with phrase «notional value exposure»
Ralph Segreti, Director, Global Inflation - Linked Product Manager Barclays Capital, «Inflation as an Asset Class» Mike Buttner, Managing Director / CEO Wachovia Bank International «Derivatives, Notional Value Exposure, Policing Collateral and Safety Issues for Financial Systems»
http://www.cumber.com/ Not exact matches
They anticipate a standard deviation of about 6 % and a notional exposure (a way of valuing the impact of their derivatives) of 300 - 400 %.