'Counterparty credit risk' diaporamas de présentation

Credit Risk Management Post Dodd-Frank and MF Global April 11, 2012

Credit Risk Management Post Dodd-Frank and MF Global April 11, 2012. Vince Kaminski Presentation to the CFA Society of Houston. Credit Risk. Credit Risk. The risk of losing market value due to changes in your own or counterparty credit quality and / or counter party failure to perform

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OTC derivatives reform and estimating collateral demand

416 views • 30 slides

Financial Industry Business Ontology (FIBO)

Financial Industry Business Ontology (FIBO). Monthly Status/review call Wednesday August 1 st 2012. These slides. Headline Points FIBO Moving Parts These were summarized last time Status on each Estimated deliverables, prioritization (per last months conversation)

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Leases

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I. Introduction

I. Introduction. A. Glossary: Yield Curve - relation among interest rates paid on securities that are identical except for maturity . (How interest rates change from ST to LT securities.)

300 views • 19 slides

Financial Innovation in a Distressed Economy

Financial Innovation in a Distressed Economy. John W. Labuszewski April 2009. Disclaimer.

333 views • 17 slides

The Potential Impact Of Regulatory Reform On Investors

The Potential Impact Of Regulatory Reform On Investors. October 13, 2009. Ida Wurczinger Draim, Partner Schulte Roth & Zabel LLP 1152 Fifteenth Street, NW, Suite 850 Washington, District of Columbia 20005 +1 202.729.7462 | ida.draim@srz.com. New York Schulte Roth & Zabel LLP

249 views • 15 slides

Nasdaq OMX Interest Rate Swap Future Group: Nazmul Hoque Hailong Zhao Hong Cui

Nasdaq OMX Interest Rate Swap Future Group: Nazmul Hoque Hailong Zhao Hong Cui. Introduction.

219 views • 13 slides

Importance of Securitization

Importance of Securitization. The mortgage-related market is by far the largest fixed-income market in the U.S. by issuance. Restricting attention to non-mortgage instruments, the asset-backed market is very large, exceeding the issuance of all corporate debt in 2004, 2005, and 2006.

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Translating Basel into Brussels

195 views • 11 slides

Importance of Securitization

Importance of Securitization. The Financial Crisis. Run on the Repos. The Financial Crisis. Regression Results. Roughly same results for repo spreads. Rise in LIB-OIS (proxy for counterparty credit risk in banking system) leads to increase in spreads.

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Basel lll Summary

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Trading & Rebalancing for Investment Management strategy, solutions & risks

Indeed, the financial value created by the trading, has made Investment Excel an Ideal choice in the stock market, but just like any other financial platform, they are also not free from risk.

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TRADING AND REBALANCING INVESTMENT MANAGEMENT STRATEGY & SOLUTIONS

The financial value created by the trading, have made them MUST PICK choice in the stock market, but just like any other financial platform, they are also not free from risk, rather the primary risks associated with trading derivatives are market, counterparty, liquidity, and interconnection risks.

26 views • 2 slides