'Higher credit risk' diaporamas de présentation

Ch. 6 Measuring and Evaluating Bank Performance

Ch. 6 Measuring and Evaluating Bank Performance. Based on Rose and Hudgins, Bank Mgt & Fin Services , Gup text, and adapted by Dorla Evans. Key Topics. Stock values Profitability ratios Measuring credit, liquidity, and other risks Size and location effects UBPR and comparing performance.

789 views • 47 slides

Exotic Derivatives

Exotic Derivatives. credit spread forward CSF. CSF is a contract where two parties agree to pay or receive a future spread that depends on the difference between the yield on two indices at the origination and that prevails at the settlement of the contract. Credit Spread Option.

677 views • 26 slides

MORTGAGE LOANS

327 views • 11 slides

Taiwan CBO with PPN

Taiwan CBO with PPN. Joice Shih Director Global Securitized Market, Asia-Pacific Citigroup July 14, 2006. Typical NTD/USD Hybrid CBO Structure in Taiwan. Taiwan NTD/USD Hybrid CBO Structure. Background for NTD/USD Hybrid CBO. Huge local currency liquidity

183 views • 6 slides

Taiwan CBO with PPN

Taiwan CBO with PPN. Joice Shih Director Global Securitized Market, Asia-Pacific Citigroup July 14, 2006. Typical NTD/USD Hybrid CBO Structure in Taiwan. Taiwan NTD/USD Hybrid CBO Structure. Background for NTD/USD Hybrid CBO. Huge local currency liquidity

209 views • 6 slides