'Basis points' diaporamas de présentation

Interest Rates Futures

Interest Rates Futures. Fin 288 Futures Options and Swaps. Interest Rate Future Contracts. Traded on the CBOT 30 Year Treasury Bond &30 Yr Mini 10, 5, & 2 year Treasury note futures 30 Day Fed Funds 5 & 10 year Swap German Debt Traded on CME Eurodollar Futures.

1.25k views • 89 slides

N O V E M B E R 2 0 0 5

1.02k views • 75 slides

The duration gap model and clumping

1.42k views • 58 slides

Downside Risk: Implications for Financial Management

Downside Risk: Implications for Financial Management . Robert Engle NYU Stern School of Business Tilburg April 22, 2004. WHAT IS ARCH?. Autoregressive Conditional Heteroskedasticity Predictive (conditional) Uncertainty (heteroskedasticity) That fluctuates over time (autoregressive).

654 views • 48 slides

Quantitative Stock Selection

Quantitative Stock Selection. James F. Page III, CFA May 2005. Project Summary. Why Quant Selection is Attractive Methodology Historical Back Testing Model Results Dynamic Weights / Regime Change Benchmarks Next Generation Models Concluding Thoughts. I. Quantitative Stock Selection .

641 views • 44 slides

UESC Project Implementation

UESC Project Implementation. Engineering & Design Package. Construction & Installation. The Payment Period. Issue TO for construction The pre-construction meeting Review/accept final construction package Commissioning. Invoices Payments Periodic Performance Verification

601 views • 35 slides

The global crisis and Latin America: financial impact and policy responses

The global crisis and Latin America: financial impact and policy responses. 3 rd Biennial International Conference on Business, Banking and Finance Alejandro Jara BIS Representative Office for the Americas UWI, St. Augustine Campus Port of Spain, Trinidad & Tobago, 29 Mayo 2009.

475 views • 30 slides

Bond Portfolio Management Strategies

Bond Portfolio Management Strategies. Active, Passive, and Immunization Strategies. Alternative Bond Portfolio Strategies. 1. Passive portfolio strategies 2. Active management strategies 3. Matched-funding techniques 4. Contingent procedure (structured active management).

731 views • 28 slides

The Liquidity Crunch Causes and Consequences 10 June 2008

The Liquidity Crunch Causes and Consequences 10 June 2008 . Martyn Hoccom Lloyds TSB. How did we get here?.

431 views • 27 slides

Chapter 5

Chapter 5. Factors Affecting Bond Yields and the Term Structure of Interest Rates. U.S. Treasuries. Viewed as having zero default risk Largest and most liquid market Lowest rate (yield) Rate (yield) is the base or benchmark rate . Treasury yields. Minimum yield investors will accept

499 views • 27 slides

*connectedthinking

Mining Industry Restructuring Issues* January 2009. PwC. *connectedthinking. 1. Overview of the Current Situation. Insolvency & Restructuring Perspectives. The financial crisis has changed the way business is transacted Stakeholders have become focused and are demanding more transparency

368 views • 26 slides

741 views • 24 slides

437 views • 24 slides

COMPARATIVE COSTS OF IA SYSTEMS

COMPARATIVE COSTS OF IA SYSTEMS. by Estelle James prepared for delivery at World Bank Institute Pension Reform Seminar, Budapest, 2001. Comparative costs of IA systems. Prefunding desirable--financial sustainability and long term saving

360 views • 23 slides

Planning to Outlast Yet Another Fiscal Crisis

Planning to Outlast Yet Another Fiscal Crisis. A Review of Scenarios and Options for the Continued Stabilization of City Government and the Enhancement of the Community Presented by City Manager Jay Ash to the Chelsea City Council October 21, 2008. Defining the Problem.

364 views • 19 slides

Municipal Market Update

Municipal Market Update. December 4, 2008. Discussion Topics. Recent events in the capital markets Impact on national and local municipal markets Historical interest rates Continued challenges with Bond insurers Commercial banks Investment banks Summary Contact information.

372 views • 18 slides

Metropolitan Transportation Authority July Financial Plan 2012-2015 July 27, 2011

349 views • 17 slides

Pricing Personal Account Guarantees: A Simplified Approach

Pricing Personal Account Guarantees: A Simplified Approach. October 21, 2006 Andrew Biggs, SSA Clark Burdick, SSA Kent Smetters, Wharton School. Overview. Many personal account plans include guarantees against market risk, but few guarantees are priced using market techniques

373 views • 16 slides

Commercial Paper

Commercial Paper. Jim Kelly BA543-002 May 12, 2005. What to Expect (all in 20 Minutes). Definition A Brief History The Contemporary Commercial Paper Issuers and Dealers Buyers Credit Ratings Recent Innovations Foreign Markets Concluding Remarks Answer A Few Insightful Questions.

855 views • 15 slides

Stress testing and Extreme Value Theory

Stress testing and Extreme Value Theory. By A V Vedpuriswar. September 12, 2009. Introduction. If a bank uses a 99% confidence level to calculate its value at risk, it generally expects to suffer a loss exceeding the value at risk on one day out of every 100.

390 views • 15 slides