Interest rate derivative

Results: 769



#Item
671United States housing bubble / Interest rate swap / Credit default swap / Derivative / Swap / Repurchase agreement / International Swaps and Derivatives Association / Futures contract / Dodd–Frank Wall Street Reform and Consumer Protection Act / Financial economics / Finance / Economics

An Algorithm to Estimate the Total Amount of Collateral Required Before and After Financial Reform Initiatives in Various Regulatory Jurisdictions John McPartland, Paymon Khorrami, Rajeev Ranjan, Kirstin Wells∗ Introd

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Source URL: www.chicagofed.org

Language: English - Date: 2011-06-10 13:27:49
672Financial economics / Money / Euro Interbank Offered Rate / Eonia / Libor / European Banking Federation / Derivative / Finance / Interest rates / Banking

11 January[removed]Report on the administration and management of Euribor Table of Contents

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-24 09:21:37
673Banking / Business / Euro Interbank Offered Rate / European Banking Federation / Reference rate / International Organization of Securities Commissions / European Banking Authority / Derivative / Interest rates / Finance / Financial economics

Report Review of the Implementation of EBA-ESMA Recommendations to Euribor-EBF 20 February 2014 | ESMA[removed] Table of contents

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-24 05:20:00
674Financial markets / Futures contract / Derivative / Hedge / Interest rate swap / Credit risk / Repurchase agreement / Option / Swap / Financial economics / Finance / Economics

Nr. 215 Translation from the Icelandic April 2007 RULES on the Capital Requirement and Risk Weighted Assets

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Source URL: en.fme.is

Language: English - Date: 2012-05-22 05:48:12
675Interest rate swap / Swap / Derivative / Euro / Monetary policy / United States housing bubble / Inflation derivative / Credit default swap / Financial economics / Finance / Investment

Wo r k i n g Pa p e r S e r i e S NO[removed]s e p t e m b e r 2013 Interest Rate Swaps and Corporate Default 

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-09-18 08:36:39
676United States housing bubble / Collateral management / Credit / Derivative / Interest rate swap / Libor / Forward contract / Swaption / LCH.Clearnet / Financial economics / Finance / Economics

Derivatives Intelligence OIS Roundtable 2013 Since the latter part of 2007, there has been an increased switch by market participants in adopting overnight indexed swap discounting for interest rate swaps. Last year, Der

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Source URL: www.bloomberg.com

Language: English - Date: 2014-05-16 19:15:31
677Options / Swap / Interest rate swap / Foreign-exchange option / Libor / Derivative / Floating rate note / Yield curve / Forward contract / Financial economics / Finance / Economics

King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:27
678Mathematical finance / Debt / Forward rate agreement / Interest rate swap / Day count convention / Swaption / Interest / Swap / Derivative / Financial economics / Finance / Investment

Microsoft Word[removed]Interest Rate Transactions.doc

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Source URL: www.ebf-fbe.eu

Language: English - Date: 2014-03-18 07:18:00
679Finance / Stock market / Derivative / Electronic trading / Financial economics / Investment / Financial markets

TRADE ORDER MANAGEMENT SOLUTIONS (TOMS) CREDIT AND INTEREST RATE DERIVATIVES ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

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Source URL: www.bloomberg.com

Language: English - Date: 2014-05-16 16:42:38
680Options / Investment / Implied volatility / Volatility smile / Volatility / Black–Scholes / Futures contract / Financial risk / Derivative / Financial economics / Mathematical finance / Finance

Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor

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Source URL: www.ecb.europa.eu

Language: English - Date: 2011-10-28 10:31:22
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