Sentence examples for bilateral portfolio from inspiring English sources

Q. Bilateral portfolio investment data?

Detailed bilateral portfolio investment data.

"Based on a belief that he was given a special mandate to promote President Obama's interfaith initiatives, he has devoted considerable time to writing articles for publication in the United States as well as in Malta, and to presenting his views on subjects outside the bilateral portfolio," reads the February report.

Controlling for the transmission channels of bilateral trade, portfolio investment, foreign investment and banking exposures, Eickmeier and Ng (2015) found that both bilateral trade and inward FDI or outward banking exposure fit the data better than only bilateral trade in interpreting external credit supply shocks.

In the present paper we apply this framework to the concrete setup of a bank engaged in bilateral trade portfolios.

Proposition 4.1 yields a complete specification of all XVA metrics and of the loss process L required as input data in the KVA computations, in the case of a bank engaged in bilateral trade portfolios.

We apply to the concrete setup of a bank engaged into bilateral trade portfolios the XVA theoretical framework of (Albanese and Crépey2017), whereby so-called contra-liabilities and cost of capital are charged by the bank to its clients, on top of the fair valuation of counterparty risk, in order to account for the incompleteness of this risk.

In this paper, we assume that the bank is engaged in bilateral trading of a derivative portfolio split into several netting sets corresponding to counterparties indexed by i=1,…,n, with default times τ i and survival indicators Open image in new window.

This optimization problem is modeled using mean variance portfolio theory, considering spot market, bilateral contracts as electricity trading options.

In this paper, we consider the problem of optimizing the portfolio of an aggregator that interacts with the energy grid via bilateral contracts.

A diverse portfolio of financing sources has been used for these efforts, including philanthropy, multi- and bilateral aid, in-country governmental funding, tourism-related and other usage fees, and fees and levies associated with wetlands-centric extractive industries.