Not exact matches
More than US$ 500 trillion worth of
contracts — everything from
swaps and futures
contracts, to home mortgages and student loans — were priced using LIBOR
rates last year.
«Secretary of the Treasury Timothy Geithner and predecessor Hank Paulson said they didn't bail out AIG to save its derivatives counterparties» from bad credit default
swap contracts because if it would have asked these counterparties to «take a haircut,» credit -
ratings agencies would have downgraded AIG.
As the RBA's operational target for monetary policy and the reference
rate for OIS (overnight index
swap) and other financial
contracts, the cash
rate is the risk - free interest
rate benchmark for the Australian dollar.
Using daily
contract closing bid - ask midpoints for 26 equity futures, 14 interest
rate swaps, 31 currency exchange
rates and 16 commodity futures during January 1990 through April 2015, they find that: Keep Reading
The LIBOR is frequently the basis of investments including interest
swap agreements (two parties agree to pay each other's interest based on an imaginary amount of money, or principal), bonds with a variable interest yield, and forward
contracts (investors use these to hedge risk based on what they believe interest
rates will be at a specific time in the future).
This portfolio invests in derivative instruments such as
swaps, options, futures
contracts, forward currency
contracts, indexed and asset - backed securities, to be announced (TBAs) securities, interest
rate swaps, credit default
swaps, and certain exchange - traded funds that involve risks including liquidity, interest
rate, market, currency, counterparty, credit and management risks, mispricing or improper valuation, low correlation with the underlying asset,
rate, or index and could lose more than originally invested.
It gains exposure to asset classes by investing in more than 100 futures
contracts, futures - related instruments, forwards and
swaps, including, but not limited to, equity index futures and equity
swaps; bond futures and
swaps; interest
rate futures and
swaps; commodity futures, forwards and
swaps; currencies and currency futures and forwards, either by investing directly in those Instruments, or indirectly by investing in the Subsidiary that invests in those Instruments.
We generally provided credit default
swap protection on the most senior liabilities of structured finance transactions, and at inception of the
contract our exposure generally had more subordination than needed to achieve triple - A
ratings from credit
rating agencies (referred to as «Super Triple - A» exposure).
Interest
rate swaps are entered into to hedge the risks associated with fluctuations in interest
rates or fair values of certain
contracts.
The Company generally provided credit default
swap protection on the most senior liabilities of structured finance transactions, and at inception of the
contract its exposure generally has more subordination than needed to achieve triple - A
ratings from credit
rating agencies (referred to as «Super Triple - A» exposure).
The fund you linked to uses
swap contracts, which I discuss in detail below, to hedge against fluctuations in the EUR / USD exchange
rate.
mREITs typically manage and mitigate risk associated with their short - term borrowings through conventional, widely - used hedging strategies, including interest
rate swaps, swaptions, interest
rate collars, caps or floors and other financial futures
contracts.
Swaps are customized
contracts between two private parties to exchange a sequence of cash flows (such as interest
rate payments) for a set period of time.
When you insure long - term risks (such as mortality) or issue financial derivatives (such as interest
rate swaps or
contracts on the future value of the S&P 500) the risks are not easy to understand.
Disputes arising out of hedging and derivative
contracts including the mis - selling of interest
rate swaps, forex
swaps and commodity
swaps.
mREITs typically manage and mitigate risk associated with their short - term borrowings through conventional, widely - used hedging strategies, including interest
rate swaps, swaptions, interest
rate collars, caps or floors and other financial futures
contracts.