Sentence examples for reference entity from inspiring English sources

Throughout the paper, we refer to "1" as the reference entity of the CDS, and to "I" as the investor.

Take a close look at Part (b) of Section 4.2, which provides that Bankruptcy means a Reference Entity... becomes insolvent or is unable to pay its debtors or fails or admits in writing in a judicial, regulatory or administrative proceeding or filing its inability generally to pay its debts as they come due.

Namely, when a triggering event occurs, a holder of swap contracts with a notional value beyond 5 percent of the reference entity's outstanding public debt would have to disclose their entire credit-default swap position.

When the reference entity defaults, the CCIRS has the right to settle into the underlying swap.

As the name implies, in a single name CDS the underlying asset or reference obligation is a bond of one particular issuer or reference entity.

In our model, credit spreads account both for the default risk of the investor and for contagion effects induced by the reference entity underlying the CDS.

This is in contrast to the reference entities for the CDX, which are corporate bonds.Steve Woodall.

They are the reference entities.

The design examines additional features of database design, including reference entities, circular relationships, and mutually-exclusive relationships.

Empirically, we analyse a unique global dataset of bilateral CDS exposures on major sovereign and financial reference entities in 2011 2014.

Finally, the analysis of the CDS portfolio composition of the URBs shows a high level of concentration: in particular, the top URBs often show large exposures to potentially correlated reference entities.