Sentences with phrase «yield credit default»

High - yield credit default spreads have widened, as shown by both the S&P / ISDA CDS U.S. High Yield BB and the S&P / ISDA CDS U.S. High Read more -LSB-...]

High - yield credit default spreads have widened, as shown by both the S&P / ISDA CDS U.S. High Yield BB and the S&P / ISDA CDS U.S. High Yield B and Below.

Not exact matches

The global synchronized economic expansion, a business - friendly administration in Washington, solid corporate credit quality, modest default activity, robust equity markets and a favorable supply - demand balance set a strong backdrop for high yield in the New Year.

Investors should monitor current events, as well as the ratio of national debt to gross domestic product, Treasury yields, credit ratings, and the weaknesses of the dollar for signs that default risk may be rising.

Lower yields Treasury securities typically pay less interest than other securities in exchange for lower default or credit risk.

Because they are considered to have low credit or default risk, they generally offer lower yields relative to other bonds.

• Lower - quality debt securities generally offer higher yields but also involve greater risk of default or price changes due to potential changes in the credit quality of the issuer.

Our paper examines a comprehensive suite of volatility measures including actual volatility, volatility implied by option pricing, beta, credit default spreads, preferred stock yields and earnings price ratios.

High - yield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to matuyield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to matuYield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to maturity.

Because credit and default risk are the dominant drivers of valuations of high yield bonds, changes in market interest rates are relatively less important.

Credit Risk: Investors that are chasing yield in lower qualiity bonds are doing so by increasing their credit or defaultCredit Risk: Investors that are chasing yield in lower qualiity bonds are doing so by increasing their credit or defaultcredit or default risk.

Barring immediate news of defaults and credit problems, my impression is that it may be difficult to keep yields at current lows without some correction, and that Treasuries remain vulnerable to sporadic inflation concerns.

Though the underlying reason for that Treasury price strength was concern about economic weakness and credit defaults, falling bond yields do allow us to take a more constructive stance once market internals show evidence of improvement.

Floating - rate loans» low credit ratings indicate greater potential risk of default relative to investment - grade bonds (though default rates for floating - rate loans historically have been lower than on high - yield bonds).

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).

Lower yields - Treasury securities typically pay less interest than other securities in exchange for lower default or credit risk.

Treasury yields, credit ratings, and the weaknesses of the dollar for signs that default risk may be rising.

Also, stocks are volatile and generally the riskiest assets, with the possible exception of credit default swaps, high - yield «junk» bonds, and other similar assets.

Although default risk is typically low, there are high - yield municipal bond funds that increase credit risk.

Although many have moderate credit risk, there are high - yield options that increase default risk (see high - yield bond funds).

NOTE: High - yield bonds are subject to additional risks, such as increased risk of default and greater volatility, because of the lower credit quality of the issues.

Spain and Italy are holding up better, he adds, but 10 - year yield spreads to Germany and credit default swap prices for both of these Southern European countries have also been creeping up.

He joined Leith Wheeler from TD Bank in January 2009, where he'd spent the previous 10 years trading a proprietary bank portfolio of credit default swaps, investment grade and high yield bonds for TD in New York and London.

These bonds offer higher yields but are coupled with a higher risk of default, as signified by these companies» lower credit ratings.

A gap between credit default swap rates and bond yields reflects that.

These bonds offer higher yields but are coupled with a higher risk of default, as signified by these companies» lower credit ratings.

This applies to credit default swaps as well — on the other side of the trade there is a guy saying, «What a nice yield.»

High - yield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to matuyield bonds represented by the Bloomberg Barclays High Yield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to matuYield 2 % Issuer Capped Index, comprising issues that have at least $ 150 million par value outstanding, a maximum credit rating of Ba1 or BB + (including defaulted issues) and at least one year to maturity.

The Fund may engage in active and frequent trading of portfolio securities to achieve its investment objective... the Fund will invest in a portfolio of securities including: equities, debt, warrants, distressed, high - yield, convertible, preferred, when - issued... options, total return swaps, credit default swaps, credit default indexes, currency forwards, and futures... ETFs, ETNs and commodities.»

Although default risk is typically low, there are high - yield municipal bond funds that increase credit risk.

Although many have moderate credit risk, there are high - yield options that increase default risk (see high - yield bond funds).

Lower - quality fixed - income securities generally offer higher yields, but also carry more risk of default or price changes due to potential changes in the credit quality of the issuer.

These bonds have credit risk and default risk and the yield on these bonds is typically slightly higher than on U.S. Treasury bonds.

A U.S. Government 10 - year bond yields 1.96 % (very low yield, and so very low perceived risk of default, despite the credit downgrade)

Lower - rated or high yield debt securities («junk bonds») involve greater credit risk, including the possibility of default or bankruptcy.

US Treasuries initially sold off only to recover, investment grade corporate bond markets had a somewhat muted reaction, while high yield and Credit Default Swap markets widened considerably.

The amount of yield compression created by credit default swaps is 50 basis points at best, which doesn't even come close to the 450 basis points that the FOMC tightened.

High yield bonds have lower credit quality and carry a higher risk of default.

Credit spread When governments borrow — by selling «gilts» in the UK and «treasuries» in the US — they offer the buyer a low annual return or «yield», as the risk of default is virtually non-existent...

Lower - rated or high yield debt securities involve greater credit risk, including the possibility of default or bankruptcy.

High yield bonds are subject to additional risks, such as increased risk of default and greater volatility because of lower credit quality of the issues.

-- too small of a market cap compared to their bigger competitors — No credit rating — Yield is below 5 % — They are facing FFO pressure and downgrades as their sixth largest customer Anthem recently defaulted.

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.

The gain was due to an increase in the differential between the Company's credit default swap spreads and the yield applicable to the CPCT facility.

Typically, wide corporate credit spreads indicate a riskier lending environment, as bondholders generally will only take on a greater risk of default in exchange for a greater yield.

Credit spreads — the difference between the yield on a corporate bond and the yield on a treasury security of similar maturity — can be viewed as a reflection of the risk of default.

High Yield Securities Risk: High yield securities or unrated securities of similar credit quality (commonly known as «junk bonds») are more likely to default than higher rated securiYield Securities Risk: High yield securities or unrated securities of similar credit quality (commonly known as «junk bonds») are more likely to default than higher rated securiyield securities or unrated securities of similar credit quality (commonly known as «junk bonds») are more likely to default than higher rated securities.

The Arrow Dynamic Income Fund's returns are derived from three core portfolio strategies across distinct market segments: high yield, credit default, and long — term bonds.

The demand for yield is huge, which drives the offering of protection in the credit default swap market.

There is also credit risk from the party buying protection on the default swap; if he goes broke, your extra yield goes away, at least in part.