Sentences with phrase «swap spreads as»

Our debt ratings utilize fixed income market data such as bond - implied gaps and credit default swap spreads as well as traditional credit analysis to arrive at a debt rating that we feel is more accurate and timely than conventional debt ratings.

Not exact matches

However, about 10 banks have improved their hedging products, adding more derivative products, such as forex call spread options, interest rate swaps and cross currency swaps, he said.

These concerns might recently have been exacerbated by changes in the pattern of corporate financing: in countries in which the swap spread has increased the most — the US and UK — growth in private sector bond issuance has been relatively large, while net equity issuance has been low (or even negative as in the United States).

Trading volume for credit default swaps on French government debt also surged as spreads spiked.

As discussed in Box D of the May 2003 Statement on Monetary Policy, spreads on cross-currency basis swaps fell sharply during 2002 making it more attractive for Australian borrowers to issue offshore (Graph 57).

Rather, the increase in spreads appears to reflect both tightness in the Commonwealth Government bond market (where supply remains limited and demand by foreign investors appears to have increased) and upward pressure on swap rates (one benchmark against which corporate bonds are priced) as companies have sought to lock in fixed - rate borrowings due to expected increases in interest rates.

Researchers have shown that, outside of a few specific examples, antibiotics do not promote the spread of bacterial antibiotic resistance through genetic swapping, as previously assumed.

Labneh is popular in the Middle East, and is great spread on a bagel as a guilt - free swap for cream cheese.

Did you know that the US Treasury market is now quoted as a spread off of swaps?

A risky borrower may enter a swap with bank A, which then takes an offsetting swap position with bank B (earning a bit of the credit spread as its compensation), and so on, with a cheerful money market investor at the end of the chain holding a safe, government backed security, oblivious to the chain of counterparty risk in between.

And panic there is: even with the rebound of the past two days, the stock is down 44 % since the Deepwater Horizon accident, the credit - default swap spreads have widened to all - time highs, seven analysts have cut their rating this week alone, and well - known energy investment banker Matt Simmons said on Wednesday that «I don't think BP is going to last as a company for more than a matter of months.»

10 - year swap spreads are 12 basis points below where they peaked a month ago, and 10 - year swap rates, which serve as a proxy for prime 30 - year mortgage rates, are 35 basis points below their 18 - month moving average.

In the platform, you can assign role - based managers (e.g. accountants, administrators, dealers, risk managers, etc.) as well as effectively control trade conditions, such as margin requirements, contract terms, credit limits, swaps, trade sessions, spreads, markups, commissions, and other trading parameters.

In an interest rate swap, it is the fixed interest rate exchanged for a benchmark rate such as LIBOR plus or minus a spread.

The carrying value and the fair value of the facility as of December 31, 2007 represents the present value of the differential in the spreads between the Company's credit default swap spreads and the yield applicable to the CPCT facility.

Bear ran with high leverage that made them vulnerable to attacks from those that bought credit protection in the credit default swap market... as those spreads went up, the willingness to extend credit went down.

This includes hedging techniques, such as using futures, options and swap spreads to speculate on rising (or falling) rates along certain parts of the yield curve, or on specific bond classes or credit ratings.

John Jansen used to complain about the 30 - year swap spread, but now we are negative at 10 and 7 years as well, and 5 years is not far away at +7 basis points.

CR01: Credit Sensitivity — Credit Default Swap [CDS] price change for 1bp shift in Credit par spread — same as DV01, but applied to CDS instead of a bond.

Now, ConsenSys and BlockApps will provide Synechron with specialized development tools, such as ConsenSys's Ethereum blockchain development tools and BlockApps» Ethereum blockchain infrastructure STRATO, which could enable new accelerators for total return swaps, call spreads, syndicated loans, bond issuance, tokenized securities and tokenized fiat currencies.

This trader resume outlines specific accomplishments such as formulating a swap spread model and designing a trading template.

The spread on BBB - loans has increased by about 140 basis points, jumping from Swap + 440 in August to Swap + 600 as of mid-November.

Says Peter Horos, a regional manager at Allstate: «There will be a lot of investor demand if triple - A spreads go as wide as interest - rate swaps plus 50 basis points.»

Furthermore, insurance against defaults has gotten more expensive as measured by credit - default swap spreads for the big banks.