Sentences with phrase «reference asset»
The phrase "reference asset" refers to something that is used as a basis for comparison or measurement. It is typically a specific item, such as a stock, bond, or commodity, which is used as a reference point to determine the value of other related things. The value or performance of these other things is often linked or tied to the value or performance of the reference asset. Full definition
The custom benchmark index, and / or the custom reference asset, can be one investment or a portfolio of hundreds.
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This allows you to compare the custom reference asset to anything you want.
A structured product is a promise by a company to pay you a return that is usually based on the movement in the value of reference assets such as a share index, security or other asset.
The figures shown for Average Duration, Average Weighted Maturity, Yield to Maturity and Yield to Worst reflect certain derivatives held in the portfolio (or their underlying reference assets).
the claim involved competing proceedings in England and New York in relation to a multiple tranche synthetic CDO, and issues of misselling, breach of duty and the obligations of arrangers and swap counterparties in the management of credit reference assets.
You can alter date ranges to see similar graphical information as the old Ibbotson's (now Morningstar) «Growth of $ 10,000 since a very long time ago» for the S&P 500, Barclays & S&P US Aggregate Bond Index, MSCI EAFE Int» l stock index, a custom benchmark that you can use, and the inputted custom reference asset.
The figures shown reflect certain derivatives held in the portfolio (or their underlying reference assets) and may not total 100 % or may be negative due to rounding, use of derivatives, unsettled trades or other factors.
A strong (weak) safe haven exhibits negative (zero) correlation with a reference asset / portfolio during market crises.
A strong (weak) hedge exhibits negative (zero) average correlation with a reference asset / portfolio.
Using daily levels of alternative gold assets and the S&P 500 Total Return Index as a reference asset during July 1987 through June 2010 (for bullion and gold mutual funds) and February 2005 through June 2010 (for all gold alternatives), they find that: Keep Reading
A diversifier exhibits a positive (but less than one) average correlation with a reference asset / portfolio.
They consider non-linearity by amplifying or pre-selecting intervals of extreme negative returns for the reference asset.
Total return swaps allow the party receiving the total return to gain exposure and benefit from a reference asset without actually owning it.
In total return swaps, the underlying asset, referred to as the reference asset, is usually an equity index, loans or bonds.
Under this structure, the coupon or price of the note is linked to the performance of a reference asset.
Simply put, the risk of a forward contract is that the supplier will be unable to deliver the referenced asset, or that the buyer will be unable to pay for it on the delivery date or the date at which the opening party closes the contract.
The reference asset's price on the issue date was S0 = $ 17.90.
At maturity, the note pays investors the absolute return of the reference asset, which is a return bounded by the size of the barriers.
If the product's reference asset has a positive cumulative return on the call date, the product is called and investors receive any accrued coupon payments and the face value of the note.
The product is called if the reference asset has a non-negative return on the call date.
If the reference asset's price ever crosses a barrier set below its initial price, investors receive the coupon payments plus the product's face value reduced by the lesser of a 0 per cent return or the reference asset's percentage return at maturity.
Instead, investors are guaranteed to lose a multiple of the reference asset's negative return if the product is not called.
These structured products are the same as regular Strategic Accelerated Redemption Securities, except that investors lose money if the reference asset's return is too high and earn a pre-specified yield if the reference asset loses value.
In general, the product is called if the reference asset has a positive cumulative return on a call date.
If the reference asset's price never crosses the barrier, investors receive the coupon payments plus the face value of the product.
In general, the product is called if the reference asset has a positive cumulative return on the call date.
The note is not called if the reference asset's price stays within the barriers.
However, some products exercise the autocall if the reference asset's cumulative return is positive or not too negative (for example, − 10 per cent).
An autocallable structured product is called by the issuers if the reference asset's price exceeds the call price on a call date.
The barrier feature in DDs is typically triggered if the closing value of the reference asset on any trading day within its term is less than the barrier level.
The payout if not called varies by issuance between yielding a 0 per cent return, or a negative return tied to the stock return of the reference asset.
Select which one of the four benchmarks you want to use to base the reference asset's statistics on by using the drop - down menu in cell L25 (the arrow for the drop - down will display when you click on cell L15).
• Our Moderate Asset Allocation Model's monthly returns (since inception of January 1999) are input into the Reference Asset's input area.
The data table (that you can see on the main sheet) goes back to 1976 for them, so you can see how these markets have done compared to each other (and the custom reference asset, which is the actual Fee - Based Moderate Model Portfolio here (on the Portfolio Statistics sheet)-RRB-.
First determine how much data (monthly rate of return numbers) you have or want to use for the reference asset.
Then the data in cells Q21 - 24 will reflect the custom reference asset's stats based on that benchmark.
The investment you input into column Q is called the Custom Reference Asset (for lack of a better name).
• Correlation coefficients (r) of the reference asset compared to the S&P 500, Barclays & S&P US Aggregate Bond Index, the MSCI EAFE Int» l stock index, and your custom benchmark index.
Subject to a dispute in utmost good faith by the issuer, payment default represents a failure to pay any amount due of the reference asset or any other future indebtedness of the issuer for funds borrowed, raised or guaranteed.
When you buy or sell a CFD, you are making an agreement to trade the difference in the value of an underlying asset (sometimes called the «underlying security» or the «reference asset») between now and a future date.
The value of the investment at maturity depends on the performance of these «reference assets».
It is important to note that Market - Linked CDs may have features such as a maximum return cap or averaging, which could result in the performance of the CD differing from a direct investment in the underlying index or reference asset.
6 Registered Notes may be suitable for investors who are willing to forego dividends or other distributions paid to holders of stocks comprising the relevant Reference Asset, or the Reference Asset itself, as applicable, do not seek current income from their investment, do not seek an investment for which there is an active secondary market, are willing to hold the securities to maturity and are comfortable with the creditworthiness of HSBC, as issuer of the securities.
Absolute authenticity being a key consideration, Boon's team went so far as to use Kratos» God of War III character model as a reference asset.