• 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...
    6 KB (920 words) - 13:33, 26 May 2024
  • 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 (3,797 words) - 08:00, 17 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 (11,101 words) - 13:41, 17 July 2024
  • 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...
    4 KB (582 words) - 08:33, 11 October 2019
  • capital". See Basel III § Leverage ratio Notional leverage is total notional amount of assets plus total notional amount of liabilities divided by equity. Economic...
    17 KB (2,376 words) - 13:05, 18 January 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...
    10 KB (1,153 words) - 04:39, 13 June 2024
  • 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...
    10 KB (1,179 words) - 23:38, 27 February 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
  • 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...
    5 KB (697 words) - 11:50, 15 January 2024
  • half-real coins Any of several 5 centavo coins, approximating the notional amount of half a ⅛-peso real following decimalization Media (disambiguation)...
    578 bytes (97 words) - 13:17, 16 January 2023
  • Thumbnail for Credit default swap
    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...
    131 KB (15,168 words) - 23:57, 17 June 2024
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    Derivatives OTC outstanding notional amount: $601 trillion (Dec 2010) ([1]) Derivatives exchange traded outstanding notional amount: $82 trillion (June 2011)...
    93 KB (4,225 words) - 07:07, 23 June 2024
  • 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,...
    8 KB (525 words) - 19:11, 3 January 2023
  • 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...
    8 KB (1,030 words) - 04:01, 15 November 2023
  • 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...
    23 KB (3,617 words) - 09:20, 9 June 2024
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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...
    15 KB (1,743 words) - 21:02, 8 June 2024
  • 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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  • the world. The Bank for International Settlements estimates that the notional amount outstanding in June 2012 were US$494 trillion for OTC interest rate...
    7 KB (775 words) - 16:07, 23 March 2024
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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...
    10 KB (1,172 words) - 18:17, 2 February 2024
  • 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...
    13 KB (2,172 words) - 00:50, 16 December 2023
  • 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...
    7 KB (1,005 words) - 18:33, 13 March 2024
  • Thumbnail for JPMorgan Chase
    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...
    177 KB (16,329 words) - 18:58, 16 July 2024
  • 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...
    29 KB (3,258 words) - 17:59, 6 April 2024
  • "QUANTITY_IN_MEASUREMENT_UNIT": "N/A", "QUANTITY": 1, "NOTIONAL_AMOUNT": 500000000, "NOTIONAL_CURRENCY": "HUF", "PUBLICATION_DATE_AND_TIME": "2019-08-08T07:58:31...
    3 KB (362 words) - 04:51, 27 September 2023
  • 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...
    15 KB (1,808 words) - 08:05, 28 December 2023
  • 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...
    24 KB (3,793 words) - 16:28, 14 June 2024
  • 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
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    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 (15,490 words) - 15:40, 3 July 2024
  • 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...
    5 KB (563 words) - 19:02, 14 December 2023