Sentences with phrase «notional value of credit»
«In comparison, just prior to the global financial crisis (in 2008), the notional value of credit default swaps was 100 % of global GDP.
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This pales in comparison to credit default swaps, which had a notional value that was 100 % of global GDP prior to the 2008 financial crisis.
ICE offers Eris Exchange credit index derivatives as cash settled futures with $ 100,000 notional principal, whose value represents a basket of credit default protection on the entities in the index.
Calculating from those percentages and Fitch's total figure of $ 75 billion in 370 CDOs referencing investment - grade corporate credits, then Fitch - only deals would amount to $ 21 billion in notional value.
This is the dividend in cents, excluding the value of notional franking credits, divided by the share price.
The following table presents the net notional value outstanding as of December 31, 2007 and the related income statement net gain or loss for the year ended December 31, 2007 by fair value technique of all credit and other derivatives within the Company's investment management services portfolio and corporate operations.