Sentence examples for context of interest rate from inspiring English sources

In the context of interest rate derivatives, the "clean" price is typically computed as the discounted expected payoff under a martingale measure using a (discrete tenor) LIBOR market model, while the value adjustments are provided via the solution of a BSDE, which requires the existence of a short rate to discount the cash flows.

c Response of interest rate to exchange rate change.

Advanced notice of interest rate adjustments.

Mr. Bernanke and the other members of our central bank believe the normalization of interest rates would occur within the context of robust markets and rising GDP growth.

Interest rates (12)  The risk banks from the "normalisation" of interest rates 15.

Eurodad said the OECD must update its metrics to reflect today's context of low interest rates and use a more relevent reference rate, instead of the current 10%, to prevent donors from counting hard loans as aid.

Evaluate stocks in the context of low interest rates.

Figure 1 shows the context of interest of this paper.

If liabilities on the Fed's balance sheet were to exceed its assets, it would only be so because of rising interest rates in the context of a thriving economy, he suggested.

A banking system capable of satisfying the huge increase in credit demand from households and firms, in a context of very low real interest rates, excessive optimism about growth, and lax facilities for using real assets as loan collateral, thus creating the landscape for financial instability when these real assets lost value.

Interest rate of investing in bank.