Sentences with phrase «based on corporate bond»

Finance economists have argued that such a high discount rate is imprudent, however, and there have been signs that public accounting standards might move toward the private - sector rules, based on corporate bond and Treasury rates, which could reduce the discount rate to about 5 percent.

Not exact matches

Based on where bonds are trading today, the market is saying about 5 % of those corporate loans will go bust, or roughly $ 35 billion worth at the six biggest banks.

«Individual bonds, including municipal and corporate bonds, are not as easy to sell on a time - sensitive basis without paying a premium,» Kaplan says.

The assumed discount rate utilized is based on a broad sample of Moody's high quality corporate bond yields as of the measurement date.

Each month, Palhares and Richardson sorted corporate bonds into quintiles based on each liquidity measure and computed the return of a long / short portfolio that buys the least liquid bonds (i.e., smaller issue sizes, higher bid / ask spreads, lower trading volume, higher price impact or higher frequency of zero - trading days) and sells the most liquid bonds (i.e., larger issue sizes, smaller bid / ask spreads, higher trading volume, lower price impact or lower frequency of zero - trading days).

In recent months, the yield on US corporate bonds, especially investment - grade securities, is a little more than 100 basis points compared to the yield on government debt, dropping within striking distance of the lows seen post the 2008 financial crisis.

Floating - rate loans have yields and volatility similar to high - yield corporate bonds, with one major difference: As their name indicates, their interest rates «float,» adjusting periodically based on a benchmark rate, typically the London Interbank Offered Rate (LIBOR).

In the November 2017 version of their paper entitled «Bonds, Stocks, and Sources of Mispricing», Doron Avramov, Tarun Chordia, Gergana Jostova and Alexander Philipov investigate drivers of U.S. corporate stock and bond mispricing based on interactions among asset prices, financial distress of associated firms and investor sentiment.

The BAA spread refers to the yield on corporate bonds above the rate on comparable maturity Treasury debt, and is a market - based estimate of the amount of fear in the bond market.

They evaluate factor portfolio performance based on excess return of constituent corporate bonds versus duration - matched U.S. Treasuries (thereby focusing on the default premium component of corporate bond returns).

Investment grade bonds as measured by the S&P U.S. Issued Investment Grade Corporate Bond Index turned it up a notch as the index's yield tightened by 9 basis points on the week to a 2.76 %.

Investment Grade Corporate and all other type of bonds are ranked based on their AUM - weighted average dividend yield for all the U.S. - listed ETFs that are classified by ETFdb.com as being mostly exposed to those respective bonds.

Investment Grade Corporate and all other type of bonds are ranked based on their aggregate assets under management (AUM) for all the U.S. - listed ETFs that are classified by ETFdb.com as being mostly exposed to those respective bonds.

Investment Grade Corporate and all other type of bonds are ranked based on their aggregate 3 - month fund flows for all U.S. - listed ETFs that are classified by ETFdb.com as being mostly exposed to those respective bonds.

Corporate bonds, just like stocks, are classed by risk based on thee size of the company, with smaller companies generally seen as riskier.

Investment Grade Corporate and all other type of bonds are ranked based on their AUM - weighted average 3 - month return for all the U.S. - listed ETFs that are classified by ETFdb.com as being mostly exposed to those respective bonds.

The below chart shows the returns on an annual basis for the S&P 500, Treasury Inflation Protected Securities (TIPS), 10 - Yr Treasuries, Total Corporate Bonds, and Total Commodities.

Dynamical Analysis of Corporate Bonds based on the Yield Spread Term - Quality Surface by Tomoaki Shouda of Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd and Hitotsubashi University (2,907 K PDF)-- 34 pages — January 16, 2006

Most corporate bonds are marginable, but margin requirements may vary based on the type of bond.

While the two main categories of funds are those that provide taxable or tax - exempt income to investors, bond funds also vary based on maturity (short - term, long - term), type of issuer (municipal, corporate, etc.), strategy, investment objective and credit quality.

the relationship between interest rates and time, determined by plotting the yields of all or as many bonds of similar credit quality (eg: Treasuries or AA - rated Corporates), against their maturities; yield curves typically slope upward since longer maturities normally have higher yields, although it can be flat or even inverted; the Fixed Income Search Results Scattergraph shows several smoothed yield curves for different fixed - income product types and credit qualities; these are based on bonds that Fidelity recognizes and are not equal to the entire universe of bonds, which is significantly larger than the number of bonds offered by Fidelity on any given day

On a nominal return basis, investment grade corporate bonds tracked in the S&P 500 Investment Grade Corporate Bond Index have outperformed tax - exempt bonds tracked in the S&P National AMT - Free Municipal Bocorporate bonds tracked in the S&P 500 Investment Grade Corporate Bond Index have outperformed tax - exempt bonds tracked in the S&P National AMT - Free Municipal BoCorporate Bond Index have outperformed tax - exempt bonds tracked in the S&P National AMT - Free Municipal Bond Index.

Recently, investment - grade corporates yielded on average 115 basis points above government bonds.

It is based on the ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index which tracks the performance of corporate bonds denominated in US dollars with an average credit rating below investmeCorporate Plus Index which tracks the performance of corporate bonds denominated in US dollars with an average credit rating below investmecorporate bonds denominated in US dollars with an average credit rating below investment grade.

Average yields on investment - grade corporate bonds have risen just 2 basis points this month to 96 basis points more than Treasuries, while junk bond yields are up just 7 basis points to 253 basis points over Treasuries, according to Merrill Lynch data.

V * = Intrinsic value EPS = Trailing twelve months earnings / share 8.5 = P / E base for a no - growth company g = Expected long term earnings growth rate 4.4 = Average yield of high - grade corporate bonds in 1962, when the formula was introduced Y = Current average yield on 20 year AAA corporate bonds

Each month, Palhares and Richardson sorted corporate bonds into quintiles based on each liquidity measure and computed the return of a long / short portfolio that buys the least liquid bonds (i.e., smaller issue sizes, higher bid / ask spreads, lower trading volume, higher price impact or higher frequency of zero - trading days) and sells the most liquid bonds (i.e., larger issue sizes, smaller bid / ask spreads, higher trading volume, lower price impact or lower frequency of zero - trading days).

The adjustment is based on changes in corporate bond yields and may increase or decrease the annuity's surrender value.

ProShares based on the S&P 500 / MarketAxess Investment Grade Corporate Bonds Index are not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P or their respective affiliates and third party licensors, and they make no representation regarding the advisability of investing in ProShares.

Compare this strategy based on P / E10 to a strategy based on the yield of the corporate bonds rather than the yield of the market.

However, owing to quite volatile CDS «basis» the spreads on CDS and the credit spreads on corporate bonds can be significantly different.

However, despite being listed on exchanges, the vast majority of trading volume in corporate bonds in most developed markets takes place in decentralized, dealer - based, over-the-counter markets.

Investment - grade corporate bonds also benefitted from relatively low volatility moving to the top - three performing asset classes on a risk - adjusted basis.

Corporate bonds are assessed based on the probability a company will be able to redeem (pay off) the bonds at maturity.

Search for municipal, treasury and corporate bonds based on ratings, potential yields and maturity dates.

By way of an example, a holder of 1,000 advisor - class units of the Horizons Active Corporate Bond ETF (HAB.A) will receive 1,001 common class units (HAB) of the same ETF based on its Conversion Ratio.

It primarily invests in both sovereign / government bonds and corporate bonds on a long / short basis.

+ read full definition (or «junk») bonds are corporate bonds issued by companies that have been given low credit ratings (BB or lower) by a credit ratingCredit rating A way to score a person or company's ability to repay money that it borrows based on credit and payment history.

Zero coupon corporate bonds and municipal bonds offer a potentially higher rate of return commensurate with additional credit risk, which will vary based on the issuing entity.

With corporate bonds, you normally get a regular income and a higher interest rate than may be available on a term deposit or other cash - based product.

The interest rate on these corporate bonds is a «floating rate» based on a market - determined rate (the variable rate for a three - month bank bill) plus a fixed interest margin of 4.25 %.

Funds invested in short - term and intermediate government and investment - grade corporate bonds significantly underperformed benchmarks on a relative basis last year.

The credit risk for a corporate bond is based on the re-payment ability of the company that issued the bond.

Additionally, returns for corporate long bonds — often used in liability - driven investment (LDI) strategies — were roughly 12 %, which offset the interest rate decline (also based on high - quality corporate bonds).

I found myself bonding with Capital B in a weird way, though, as this wealthy old stooge embodies the the very corporate overlords many adults face on a day - to - day basis.

Her practice includes representing financial sponsors, corporate borrowers and various lenders on a wide range of transaction types, including leveraged acquisition financings, high - yield bond issuances, asset - based revolving credit facilities, complex restructurings, debtor - in - possession and exit financings and investment - grade, unsecured financings.

He has extensive experience advising corporate clients and financial institutions on a wide range of financing transactions, including project financing, syndicated bank transactions, bond financings, cross-border financings, acquisition financings and asset and reserve based lending, as well as advising on general corporate and commercial matters.

Policy loans are variable and based on Moody's Corporate Bond Yield Average.

New York Life's interest rate on policy loans is variable based on Moody's Corporate Bond Yield Average.

Indexed rates charged are 5 % and variable rates are also available based on the Moody's Corporate Bond Yield Average.