Sentences with phrase «over swap rates»

Are you sure that's not 0.5 % over some swap rate or something like that?

Conduit interest rates depend largely on the yield that investors demand for CMBS, which spiked up in May for AAA - rated CMBS from about 80 basis points over the swap rate to about 130 basis points in July, according to data from Commercial Mortgage Alert.

Not exact matches

Separately, three major Australian retail banks, including ANZ but not Macquarie, are defending charges laid by the country's securities regulator over allegations they manipulated the benchmark bank bill swap reference rate (BBSW).

A little over half of the turnover in Asian interest rate derivatives is in OTC instruments such as fixed for floating swaps, many of which are centrally cleared (Graph 5, LHS).

Syria, Russia say Israel launched missile strike on Syrian air base Wall St Journal Hungary's nationalist prime minister wins third term in power: Reuters Trump predicts China will blink first in trade dispute with US: Bloomberg Trump administration officials soften tone on trade dispute with China: WSJ N. Korea says it will discuss denuclearization: NY Times Kudlow: White House considering plans to undo parts of spending bill: Wash Exam US hiring growth slowed sharply in March: Bloomberg German industrial production fell by the most in over 2 years in Feb: Reuters Forward curve for 1 month overnight indexed swap rate inverts: Bloomberg Many US state govts struggling with weak revenue growth: The Economist

Internationally, banks have consistently lost to cities and other governmental entities in litigation over interest rate swaps.

Spreads between corporate bond yields and swap rates and the premia on credit default swaps have fallen slightly over the period, and are very low by historical standards (Graph 44).

They failed to discriminate between securitised products and did not adequately question why one AAA - rated product was at a margin of 20 points over swap but another was trading at 100 points over.

3 - month interbank interest rates in Australia peaked at over 7 per cent in mid September, more than 50 basis points above the corresponding rate that measures expectations of the cash rate (the overnight indexed swap rate: OIS)(Graph 2).

Bill Connelly used to use something called Adjusted POE (points over expected), but he's concluded that it isn't as useful as once believed and has swapped Adj. POE out for Highlight Yards and Opportunity Rate.

If the film were described as a tutorial on MBS (Mortgage - backed Securities), CDO (Collateralized Debt Obligations), Credit Default Swaps, Tranches, Bond Ratings, and Sub-Prime ARMs, most people's eyes would glaze over and they would keep skimming for showtimes of other new movie releases.

Enter into a swap where you pay a fixed rate for a number of years, and receive (floating) three month LIBOR over the same period.

ABC benefits from the swap if rates rise significantly over the next five years.

Charging triple swap on Wednesday roll - over period accounts for the settlement of trades over the weekend, as swap rates are not charged during this period due to the market being closed.

There are a number of reasons why companies prefer to combine variable - rate loans and interest - rate swaps over fixed rate loans.

Because these cash flows occur throughout the life of the loan, they are computed using the longer term, 10 - year swap interest rate, as it represents a forecast of future short - term rates likely to be realized over the life of the loan.

Over 151033 users rating a average 3.6 of 5 about Swap The Box.

Any swap in our processed foods can likely be attributed not to the food industry's concern over rising obesity rates, but to catering to the public's growing distaste for corn syrup.

Wingate, a subsidiary of Guardian Care Homes, has brought an interest rate swap claim, against Lloyds, alleging that a 2011 settlement over swap mis - selling should be overturned because of the bank's libor fixing.

The Financial Conduct Authority's compensation scheme has led to the settlement for over 13,000 claimants with interest rate swap agreements worth about # 2 billion, so if Wingate is successful the case could become a catalyst to further similar legal claims against the banks.

In Bolt Burdon v Tariq & Ors [2016] EWHC 811 (QB), Tariq and the other defendants asked the firm to represent them on a contingency fee basis in a claim against AlIied Irish Bank over a mis - sold interest rate swap.

Representing a European Bank over many years in a series of interbank disputes arising from the conduct, execution and settlement of derivative transactions, including, interest rates swaps, currency swaps, bonds and repo trades on Eurex, OTC options, credit default swaps, and an Argentinian MTN programme.

Colony American Finance 2015 - 1 featured a AAA - rated, $ 168.2 million tranche that pays 170 basis points over swaps.