Swaps

Results: 796



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231ISDA – FpML 5.8 – Products Framework <dataDocument> or other FpML root elements v2014.10 (page 1 of 2)

ISDA – FpML 5.8 – Products Framework or other FpML root elements v2014.10 (page 1 of 2)

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Source URL: www.fpml.org

Language: English - Date: 2014-10-29 13:07:58
232International Push to Limit Cross-Border Reach of Dodd-Frank Swaps Rules: The United Kingdom’s Chancellor of the Exchequer joined with other international finance officials to urge the United States to limit the cross-

International Push to Limit Cross-Border Reach of Dodd-Frank Swaps Rules: The United Kingdom’s Chancellor of the Exchequer joined with other international finance officials to urge the United States to limit the cross-

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Source URL: www.managedfunds.org

Language: English
233FORM OF ADDENDUM CLEARED DERIVATIVES TRANSACTIONS This Cleared Derivatives Addendum (the “Cleared Derivatives Addendum”), which includes the schedule (the “Schedule”), is dated as of the date specified in the Sch

FORM OF ADDENDUM CLEARED DERIVATIVES TRANSACTIONS This Cleared Derivatives Addendum (the “Cleared Derivatives Addendum”), which includes the schedule (the “Schedule”), is dated as of the date specified in the Sch

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Source URL: www.fia-tech.com

Language: English - Date: 2012-08-29 13:13:55
234MFA December 2014 Policy Brief MFA Reiterates Call for Fair, Stable Uncleared Swaps Market and Responds to U.S. Prudential Regulators MFA underscored the need for the Commodity Futures Trading Commission (CFTC) to issue

MFA December 2014 Policy Brief MFA Reiterates Call for Fair, Stable Uncleared Swaps Market and Responds to U.S. Prudential Regulators MFA underscored the need for the Commodity Futures Trading Commission (CFTC) to issue

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Source URL: www.managedfunds.org

Language: English
235Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps Agostino Capponi California Institute of Technology Division of Engineering and Applied Sciences

Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps Agostino Capponi California Institute of Technology Division of Engineering and Applied Sciences

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-04-20 15:56:10
236COLLATERAL INITIATIVES COORDINATION FORUM 7 November 2012 For immediate release Collateral Initiatives Coordination Forum (CICF) calls for urgent focus on collateral fluidity. (London, UK) The Collateral Initiatives Coor

COLLATERAL INITIATIVES COORDINATION FORUM 7 November 2012 For immediate release Collateral Initiatives Coordination Forum (CICF) calls for urgent focus on collateral fluidity. (London, UK) The Collateral Initiatives Coor

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Source URL: www.icmagroup.org

Language: English
237“Regulatory Capital Rules, Liquidity Coverage Ratio: Interim Final Revisions to the Definition of Qualifying Master Netting Agreement and Related Definitions”

“Regulatory Capital Rules, Liquidity Coverage Ratio: Interim Final Revisions to the Definition of Qualifying Master Netting Agreement and Related Definitions”

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Source URL: occ.treas.gov

Language: English - Date: 2015-02-15 09:11:47
238“Regulatory Capital Rules, Liquidity Coverage Ratio: Interim Final Revisions to the Definition of Qualifying Master Netting Agreement and Related Definitions”

“Regulatory Capital Rules, Liquidity Coverage Ratio: Interim Final Revisions to the Definition of Qualifying Master Netting Agreement and Related Definitions”

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Source URL: www.occ.treas.gov

Language: English - Date: 2015-02-15 09:11:47
239December 2, 2014 Comments on “Margin Requirements for Uncleared Swaps for Swap Dealers and Major Swap Participants” issued by the Commodity Futures Trading Commission Japanese Bankers Association 1. Preamble

December 2, 2014 Comments on “Margin Requirements for Uncleared Swaps for Swap Dealers and Major Swap Participants” issued by the Commodity Futures Trading Commission Japanese Bankers Association 1. Preamble

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Source URL: www.zenginkyo.or.jp

Language: English - Date: 2014-12-02 00:01:07
240Credit default swaps, by rating category1 Notional amounts outstanding at end June 2014 In millions of US dollars Investment grade (AAA-BBB) Instruments and counterparties

Credit default swaps, by rating category1 Notional amounts outstanding at end June 2014 In millions of US dollars Investment grade (AAA-BBB) Instruments and counterparties

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00