Counterparties
The parties to an interest rate swap.
Similar financial terms
No similar financial terms found in the dictionary.
Counterparties The parties to an .
Counterparty risk The risk that the other party to an agreement will default. In an options contract, the risk to the buyer that the will not buy or sell the underlying as agreed.
Counterparties
The parties on either side of an interest rate swap or a currency, equity or commodity swap, or to an options or futures position.
Counterparty
The other participant, including intermediaries, in a swap or contract.
Trade Counterparties
Non-client counterparty misperformance
Misc. non-client counterparty disputes
Vendors & Suppliers ...
and trading counterparties can cause short-term liabilities to rise sharply, precisely when assets fall, leading to costly and sudden liquidations.
Similarly, the counterparties in financial transactions, known as forwards or swaps, are the banks or corporations that make deals between themselves to protect future cash flows or currency values.
Counterparty risk ...
The date that the counterparties in an interest rate swap commit to the swap. Also, the day on which a security or a commodity future trade actually takes place. Trades generally settle (are paid for) 1-5 business days after a trade date.
Arrangement by two counterparties to exchange one stream of cash flows for another.
Bilateral Netting Bilateral netting - the consolidation of all swap agreements between two counterparties into one master agreement.
Interest rate swap A binding agreement between counterparties to exchange periodic interest payments on some predetermined dollar principal, which is called the notional principal amount.
Counterparties The parties to an interest rate swap. Counterparty Party on the other side of a trade or transaction. Counterparty risk The risk that the other party to an agreement will default.
A clearing corporation is designed to ensure standardized contracts and to remove default risk for the counterparties.
An industry-standard agreement used between the counterparties to privately negotiated (i.e., nonexchange traded) derivatives transactions.
An interest-rate swap is an arrangement whereby two parties (called counterparties) enter into an agreement to exchange periodic interest payments.
Despite the efficiencies of computerized markets, virtually every stock market is accompanied by a parallel "upstairs" market, where larger traders employ the services of brokerage firms to locate counterparties and negotiate trade terms.
Swap - Is a customized financial transaction between two or more counterparties. However, banks or brokerage firms often act as intermediaries or assume some of the risk of the total transaction as well.
"A derivative contract in which counterparties exchange certain benefits of one party's financial instrument for those of the other party's financial instrument.
Definition: [crh] The date that the counterparties in an interest rate swap commit to the swap. Also, the day on whDefinition: ich a security or a commodity future trade actually takes place.
Bilateral netting - the consolidation of all swap agreements between two counterparties into one master agreement.
An agreement between two parties (known as counterparties) where one stream of future interest payments is exchanged for another based on a specified principal amount.
A binding agreement between counterparties to exchange periodic interest payments on some predetermined dollar principal, which is called the notional principal amount.
In an interest rate swap, the date that the counterparties commit to the swap. Also, the date on which a trade occurs. Trades generally settle (are paid for) 1-5 business days after a trade date.
In any financial contract, the persons or institutions entering the contract on the opposite sides of the transaction are called the counterparties.
An outcome in a transaction where one of the counterparties in the transaction fails to meet their respective obligations.
A swap where the two counterparties agree to make payments to each other in different currencies.
Swap: A swap is a contract whereby two counterparties agree to a periodic exchange of cash flows for a given period of time based of a specified notional amount of principal.
For exchange traded derivatives, if one of the counterparties defaults in this periodic exchange, that counterparty's position is immediately closed by the exchange and the clearing house is substituted for that counterparty's position.
Clearing agreements between financial counterparties which provide for them to "fulfil" their respective contractual duties by paying the difference between funds payable and funds receivable.
Generally, the Commodity Futures Trading Commission has jurisdiction over transactions in ForEx futures and options contracts offered to retail customers, and the only counterparties that can lawfully enter into these contracts with retail customers ...
Throughout the course of a day, banks will transfer money to each other, to foreign banks, to large clients, and other counterparties on behalf of clients or on their own account.
BARTER - Is a process between counterparties who exchange goods or services for other goods and service...
BARTER SYSTEM - see TRADE EXCHANGE.
BASE - A technical analysis tool. A chart pattern depicting the period when the supply and demand of a ...
They generally involve a simultaneous exchange of assets (the swap) by counterparties for other different assets of comparable value.
Calculation agent
Normally one of the two counterparties to the transaction who is responsible for determining the recovery value of the reference obligation.
Call bonds
The right to redeem outstanding bonds before their scheduled maturity.
Currency Swap: A transaction in which two counterparties exchange specific amounts of two different currencies at the outset and then repay over time according to an agreed upon contract.
risk is an important issue due to both the significant amount of exposure one participant can have to another, and because of the potential systemic risk that arises from this. For this reasons markets need mechanism such as central counterparties ...
The offsetting with a counterparty of financial obligations payments one is owed with those one is entitled to receive, thus reducing the costs arising out of payments settlements. Netting is also used as a risk-management tool to help counterparties ...
A swap agreement is a derivate that commits the counterparties to exchange cash flows according to a pre-arranged formula. For example, an interest rate swap will specify cash flows to be paid as a function of some interest rate.
 See also: Interest rate swap, Banks, Expense, Values, Yield curve
|
