Sentence examples for derivative portfolio from inspiring English sources

The Investment and Treasury Banking segment focuses on central treasury operations, investment portfolio and interest rate management, and provides currency and commodity derivative portfolio services.

If, by exception, the derivative portfolio of a bank is mostly in the payables, then all XVA numbers are small and matter much less anyway.

It also said that it was cutting its dividend by 66%, to 7 cents, replacing its chief executive, and writing-down $5.4 billion in its credit derivative portfolio (See “Ambac Looks Whack”).

Ambac also cut its dividend to 66% to 7 cents on Wednesday, replaced its Chief Executive Robert Genader, and said it would write-down $5.4 billion in its credit derivative portfolio.

As happens in practice in the current regulatory environment, the clean hedge of the derivative portfolio of the bank is assumed to be with other financial institutions and attracts variation margin at zero threshold (i.e. is fully collateralized), so that the variation margin posted by the bank on its hedge is constantly equal to (sum _{i}J^{i} text {MtM}^{i}).

Such a term structure of economic capital, with a starting hump followed by a slow decay after 2 or 3 years, is typical of an investment bank derivative portfolio assumed to be held on a run-off basis until its final maturity, where the bulk of the portfolio consists of trades with 3 to 5y maturity.

No wonder the company has a hefty derivatives portfolio.

Yet even a company's own directors might not understand its derivatives portfolio, Mr. Promisel said.

In addition, Cygnifi will review a derivatives portfolio with its own software and staff and offer advice.

(At one point, the notional exposure of Iksil's derivatives portfolio was more than a hundred and fifty billion dollars).

The company also recorded a fourth-quarter gain of $133.2 million from the improving value of its credit derivatives portfolio.