Sentences with phrase «aggregate market risks»

Not exact matches

12 Naturally, disclosure requirements for market - makers will have to strike a balance between improving market transparency and mitigating the risk that market participants can trade against market - makers based on the disclosed information (eg by disseminating sufficiently aggregate data and at suitable reporting lags).

The «broad market» in fixed income is typically measured by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is market - cap weighted and has historically had an approximately 90/10 split between interest rate risk and credit risk.

They may approach market dynamics in an aggregate form, but in that case all the boycott will succeed in doing is giving the publisher the impression that this Kindle thing is a high risk venture (more so than hard copy which is already a risky proposition).

Accelerated Cost Recovery System (ACRS) Acceptance, Waiver, and Consent Procedure Account Guarantee Acknowledgment Accredited investor Accretion Accumulation period Accumulation units Acid test ratio ACRS Actively traded securities Additional bond test Additional takedown Adjustment bonds ADR Ad valorem taxes Advance / decline ratio Advertising Adviser's client account Affiliated Persons Affirmative defense Affirmative determination Agency sales ticket Agency transaction Agent Aggregate indebtedness Agreement among underwriters Agreement of limited partnership Aggregate exercise price Alpha All - or - none All - or - none underwriting Alternative minimum tax Alternative orders Alternative trading system American Depository Receipt American Stock Exchange (AMEX) American - style options AMTI Amortization Annual report Annuity Annuity units Anti-dilution clause AON Arbitrage Arbitration Asked price Asset Asset allocation Asset class Assignment Assistant Representative - Order Processing Associated persons ATS At - the - close order At - the - money At - the - opening order At - risk rule Auction market Auditor's report Automated Confirmation Transaction (ACT)

The «broad market» in fixed income is typically measured by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is market - cap weighted and has historically had an approximately 90/10 split between interest rate risk and credit risk.

Keywords: Earnings factors, aggregate returns, SUE, market - to - book, systematic risk, cash - flow news, asset pricing

The percentages of the Portfolio's assets allocated to each Underlying Fund are: Vanguard Total Bond Market II Index Fund 14 % Vanguard Total International Bond Index Fund 5 % Vanguard Short - Term Inflation - Protected Securities Index Fund 6 % Vanguard Federal Money Market Fund 75 % Through its investment in Vanguard Total Bond Market II Index Fund, the Portfolio indirectly invests in a broadly diversified collection of securities that, in the aggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactaggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactAggregate Float Adjusted Index in terms of key risk factors and other characteristics.

The firms will be evaluated on their performance, after fees, against the portfolio benchmark (Barclays Capital US Aggregate Bond Index) over a full market cycle of highs and lows at an acceptable level of risk.

To the extent that market makers hold positions in NextShares overnight, they can aggregate fund holdings with other risk positions and transact at or near the market close to buy or sell offsetting macro hedges.

However, if the circumstance of the investor in the context of PBAM results in an aggregate asset allocation quite different from the investor's risk profile (most likely toward the conservative side) or in contrast with market conditions, it can cause investor frustration (regret) that sabotages the process.

They are saying that they see no systemic risk from the problem, which may be correct, so long as the aggregate reduction in housing prices does not cause a cascade of failure in the mortgage market, which I view as unlikely.

Counterparty risk may be lower with synthetic ETFs traded on the AQUA market, as Australian Securities Exchange (ASX) requirements restrict the aggregate money owing under derivatives contracts (counterparty exposure).

The asset swap spread (also called the gross spread) is the aggregate price that bondholders would receive by exchanging fixed rate bonds for floating rate bonds using the swaps market, mainly used to reduce interest rate risk.

The percentages of the Portfolio's assets allocated to each Underlying Fund are: Vanguard Total Bond Market II Index Fund 70 % Vanguard Total International Bond Index Fund 17.50 % Vanguard Institutional Total Stock Market Index Fund 8.75 % Vanguard Total International Stock Index Fund 3.75 % Through its investment in Vanguard Total Bond Market II Index Fund, the Portfolio indirectly invests in a broadly diversified collection of securities that, in the aggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactaggregate, approximates the Bloomberg Barclays U.S. Aggregate Float Adjusted Index in terms of key risk factors and other charactAggregate Float Adjusted Index in terms of key risk factors and other characteristics.

Mordy adds the caveat that ZDB may expose investors to more corporate issuer risk than a broad market bond ETF like BMO Aggregate Bond Index (ZAG).

My risk posture is a lot lower than the market in aggregate, and my sensitivity to economic cyclicality is lower than normal.

Create deal flow — Bond investors need scale; renewable energy and energy efficiency projects (markets) need to be aggregated into larger offerings suitable for the appetite of the big investors; Engineer investment grade offerings — High demand of low risk investments.