Sentences with phrase «long credit exposure»

They have to suck in a lot of long credit exposure to issue these, which puts downward pressure on spreads.

Not exact matches

Those long credit with concerns about the rate market can hedge their rate exposure, creating synthetic floating rate notes (FRNs).

Options should only be sold short when the probabilities are deeply in your favor that they will expire worthless, also a small hedge can pay for itself in the long run creating a credit spread instead of a naked option with unlimited risk exposure.

Those with long - term investment horizons can benefit by gaining exposure to bond strategies that allocate to countries on the basis of debt - servicing economic resources rather than debt issuance, effectively raising the relative credit quality of holdings.

Two Factors: Volatility and Credit Spread To achieve better security selection, we chose two factors that empirically have demonstrated a strong relationship between factor exposure and performance statistics and that have long been incorporated in investment analysis by corporate bond portfolio managers.

While a wide selection of ETFs providing pure exposure to corporate credit have long been available in Europe, TYTE and WYDE are the first launched in the United States.

By selecting bonds with low MCR, the low volatility index keeps more credit exposure (long spread duration) for high - quality bonds (low OAS) and less credit exposure (short spread duration) for low - quality bonds (high OAS).

So if this bond fund had really long duration relative to its peers, relative to the benchmark, really aggressive credit exposure, its going to have a really high bar score.

Those long credit with concerns about the rate market can hedge their rate exposure, creating synthetic floating rate notes (FRNs).

these agreements and agreed to assume the related policies due to the fact that it no longer received rating agency capital credit in connection with the exposures ceded to ARF and Converium because ARF no longer has a financial strength rating and the financial strength rating of Converium had been downgraded.

In February 2008, MBIA Corp. decided to no longer insure credit derivatives except in transactions related to the reduction of existing derivative exposure.

CQS Diversified Fund (CQSU: LN) & BH Credit Catalysts (BHCU: LN) are in - house fund (s) from the immensely successful CQS & Brevan Howard — they also offer investors exposure to distressed debt (along with relative value & long / short strategies).

The fund, opened in May 2012, had its largest single fund exposure on October 31, 2013, with 14 % of assets with Soundpoint Capital in distressed credit, followed by 25 % of assets in a long / short equity split between two funds: Cramer, Rosenthal, McGlynn and Lazard Asset Management.

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