Sentence examples for counterparty I from inspiring English sources

When counterparty i defaults, the bank receives from counterparty i. Open image in new window.

Also accounting for the unwinding of the clean hedge of netting set i at the time of liquidation of counterparty i, the loss of the bank in case of default of counterparty i appears as (assuming τ i ≤τ).

We denote by R and R i the recovery rate of the bank and of counterparty i, for i=1,…,n.

In addition to the variation margin (text {VM}^{i}_{t}) that flows between them, the bank and counterparty i post respective initial margins PIM i and (text {RIM}^{i}_{t}) in some segregated accounts.

The portfolio loss L then reads as L=sumlimits_{i=1}^{N}text{EAD}_{i}cdot text{LGD}_{i}cdot D_{i}, where D i is a Bernoulli distributed random number with probability PD i representing the default (D i =1) or the survival of counterparty i.

Formula (21) is symmetrical, i.e. consistent with the law of one price, in the sense that each term (FTDCVA i −FTDDVA i ) in (21) corresponds to the negative of the analogous quantity considered from the point of view of counterparty i.

This architecture shows three distinct sets of counterparties: (i) Ultimate Risk Sellers (URS), (ii) Dealers (indirectly connected to each other), (iii) Ultimate Risk Buyers (URB).

He told them that he was reviewing all counterparty agreements, i.e., researching trading agreements with every firm he did trades with for his fund, such as Bear Stearns and Lehman Brothers.

Our ideas include: "She's a BRIC House," "Once, Twice, Three Times a Counterparty," "Hello (Is It Yield You're Looking For?)" Think about it, Mr. Richie.

"I would have gone to the counterparties, and I think even then I would have been able to negotiate substantial discounts by using the rights available to us, such that the taxpayer would not have had to accelerate the $40 billion to the counterparties," Mr. Cassano said.

I also specifically avoided using Lehman Brothers and Bear Stearns as counterparties, as I viewed both to be mortally exposed to the crisis I foresaw.