The notional amount (or notional principal amount or notional value) on a financial instrument is the nominal or face amount that is used to calculate...
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trading"; by April 2014, that number increased to about 40%. Although the notional amount outstanding of OTC derivatives in late 2012 had declined 3.3% over...
14 KB (1,612 words) - 23:30, 16 April 2024
component of the global OTC derivative market, representing 60%, with the notional amount outstanding in OTC interest rate swaps of $381 trillion, and the gross...
32 KB (3,796 words) - 08:32, 5 August 2024
can be almost anything but most swaps involve cash based on a notional principal amount. The general swap can also be seen as a series of forward contracts...
32 KB (3,961 words) - 01:15, 14 July 2024
underlying variables, the parties' contractual obligations, and the notional amount) under which payments are to be made between the parties. The assets...
89 KB (11,099 words) - 21:04, 30 July 2024
participants are active in both. The derivatives market in Europe has a notional amount of €660 trillion. Participants in a derivative market can be segregated...
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Leverage (finance) (section Notional leverage)
capital". See Basel III § Leverage ratio Notional leverage is total notional amount of assets plus total notional amount of liabilities divided by equity. Economic...
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notional principal contract (NPC) is a term of art used by U.S. federal income tax professionals for contracts based on an underlying notional amount...
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NDF price or rate and the prevailing spot price or rate on an agreed notional amount. It is used in various markets such as foreign exchange and commodities...
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has an embedded currency forward with a variable notional amount. It is that variable notional amount that give quantos their name—"quanto" is short for...
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See Notional amount or Notional profit for economic terms Notional (born February 1, 2004, in California) is an American Thoroughbred racehorse. He was...
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Derivatives OTC outstanding notional amount: $601 trillion (Dec 2010) ([1]) Derivatives exchange traded outstanding notional amount: $82 trillion (June 2011)...
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2003. By the end of 2007, the CDS market had a notional value of $62.2 trillion. But notional amount fell during 2008 as a result of dealer "portfolio...
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the world. The Bank for International Settlements estimates that the notional amount outstanding in June 2012 were US$494 trillion for OTC interest rate...
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at the current rate—these two amounts are called the notional amount(s)). While the notional amount or reference amount may be a large number, the cost...
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величина; commonly abbreviated as БВ or б. в.) is sort of notional amount used in Belarus to keep amount of pensions, scholarships, social welfare payments,...
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STIBOR in SEK. An FRA between two counterparties requires a fixed rate, notional amount, chosen interest rate index tenor and date to be completely specified...
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half-real coins Any of several 5 centavo coins, approximating the notional amount of half a ⅛-peso real following decimalization Media (disambiguation)...
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strike the realized variance the vega notional: Like other swaps, the payoff is determined based on a notional amount that is never exchanged. However, in...
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denoted in basis points (one basis point is 1/100 of a percent) of the notional amount to be referenced, while the protection buyer pays this premium and...
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market surveys of its Primary Membership to provide a summary of the notional amount outstanding of interest rate, credit, and equity derivatives, until...
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largest credit default swap and credit derivatives portfolio by total notional amount of any US bank. In April 2012, hedge fund insiders became aware that...
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Effective demand (redirect from Notional demand)
goods, as a function of this constraint, is less than their notional demand for goods (the amount they would buy if they could borrow all they want to). Firms...
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profit, the bookmaker must pay one side (or both sides) less than this notional amount. In practice, spreads may be perceived as slightly favoring one side...
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owned an enormous credit default swap (CDS) book with a $18.5 billion notional amount and an average term to expiry of 4.2 years, on about 25 to 30 companies...
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Synesis (redirect from Notional agreement)
American English, some amount is natural in any variety of English. American style guides give advice, for example, on notional agreement for phrases such...
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requirements, and legal liability. The ISDA reported in April 2007 that total notional amount on outstanding credit derivatives was $35.1 trillion with a gross market...
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payments and notional exchanges. To completely determine any XCS a number of parameters must be specified for each leg; the notional principal amount (or varying...
25 KB (3,105 words) - 18:49, 17 May 2024
underlying swap), The terms of the underlying swap, including: Notional amount (with amortization amounts, if any) The fixed rate (which equals the strike of the...
10 KB (1,378 words) - 09:29, 2 April 2024
footnotes also declared that the instruments' face amount totaled $1.5 billion, and the entities notional amount of $2.1 billion had been used to enter into...
141 KB (15,491 words) - 22:44, 21 August 2024