Reference rate
A benchmark 'interest rate (such as libor), used to specify conditions of an interest rate
swap or an interest rate agreement.
Variable rate loan ...
reference rate
An interest rate used as an index rate. For example, if a loan pays interest at a rate of 50 basis points above the 6-month LIBOR, the reference rate is the 6-month LIBOR.
refunding ...
Reference Rate
The basis of floating rate security is called as the reference rate.
Refunding ...
Euribor reference rates are published on the Moneyline Telerate pages 248-249 and 47860-66. Informative historical data can also be found at the Euribor homepage.
v Â- d Â- eTopics on the euro
General ...
Reference rate for peso changed (pegged to 3 currencies).
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Exchange arbitrage operations undertaken abroad by banks were authorized.
Reference Rate
An interest rate benchmark upon which a floating-rate security or interest rate swap is based. The reference rate will be a moving index such as LIBOR, the prime rate or the rate on benchmark U.S. Treasuries.
the reference rate is typically a Libor rate or Euribor,
days is the number of days the loan is for, and
basis is the day count basis applicable to money market transactions in the currency of the loan-usually either 360 or 365 days.
Interest rate agreement An agreement whereby one party, for an up-front premium, agrees to compensate the other at specific time periods if a designated interest rate (the reference rate) is different from a predetermined level ...
Widely used as the reference rate.... Life-cycle investing A strategy of varying asset allocation to match an investor's age and stage of life, usually shifting to lower risk assets over time....
EONIA is one of the reference rates for interbank lending within the Eurozone (i.e. the Euro Interbank Offered Rate, EURIBOR, is the other one).
Also known as the interbank rate, this is the interest rate applied on short term loans between banks and which serves as a reference rate for other types of loans, including buyer credit or supplier credit.
An interest rate swap under which a counterparty pays a vanilla floating reference rate, usually three or six month LIBOR, and receives LIBOR plus a significant spread.
Floating Exchange Rate The exchange rate of a currency that is allowed to float, either within a narrow specified band around a reference rate, or totally freely according to market forces.
In an interest rate swap, the counterparty who pays a rate based on a reference rate,
usually in exchange for a fixed-rate payment
Floating-rate preferred
Preferred stock paying dividends that vary with short-term interest rates.
An interest rate agreement in which payments are made when the reference rate falls
below the strike rate.
Investor's equity
The balance of a margin account. Related: buying on margin, initial margin requirement.
Financial contracts whose values are derived from an underlying asset, index or reference rate, such as interest rates, foreign exchange rates, or equity or commodity prices. Derivative can be used to manage financial risks and consist of: ...
Commercial Interest Reference Rates (CIRR): The interest rates charged by export credit agencies on their subsidized export credits.
An interest rate agreement in which payments are made when the reference rate exceeds the strike rate. Also called an interest rate ceiling.
Interest rate on debt
The firm's cost of debt capital.
FLOATING RATE NOTES - a note whose interest payment is dependent upon a certain reference rate
FLOATING RATE OF INTEREST - An interest rate that instead of being a fixed percent is stated as an amou...
Libor rates are commonly used as reference rates in interest rate swap transactions. Similar rates exist in other markets e.g. Pibor in Paris, and Ribor in Rome. Libor is often used as a generic term for all inter-bank rates.
Derivatives are products, whose values are derived from one or more base variables, named bases that include- underlying assets, index or reference rate, all these are worked on a contractual manner.
Derivatives A derivative is a financial contract whose value is based upon, or ''derived'' from, an underlying financial asset (such as a stock or a bond), a commodity (such as gold), a market index (such as the S&P 500) or a reference rate ...
Interest rate floor
An interest rate agreement in which payments are made when the reference rate falls below the strike rate. Related: Interest rate cap
Interest rate on debt
The firm's cost of debt capital.
Also called an interest rate ceiling, an interest rate agreement in which payments are made when the reference rate exceeds the strike rate.
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An interest rate swap designed to end a counterparty's role in another interest rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.
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Floating-rate payer
In an interest rate swap, the counterparty who pays a rate based on a reference rate, usually in exchange for a fixed-rate payment.
Derivatives are financial instruments, such as forwards, futures, options and swaps, whose value is based on an underlying asset, index or reference rate.
Discount rate ...
Swap reversal An designed to end a counterparty's role in another rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.
Absolute Rate - The fixed portion of an interest-rate swap, expressed as a percentage rather than as a premium or a discount to a reference rate.
Derivative - A generic term used to categorize a wide variety of financial instruments whose value "depends on" or is "derived from" an underlying asset's value, reference rate or index.
Definition: [crh] An interest rate swap designed to end a counterparty's role in another interest rate swDefinition: ap, accomplished by counterbalancing the original swap in maturity, reference rate, ...
Measures the concessionality of a loan expressed as the percentage by which the present value of the expected stream of repayments falls short of the repayments that would have been generated at a given reference rate of interest ...
version, the London Interbank Offer Rate (LIBOR), is similar to the HIBOR. More than anything else, the HIBOR is a reference rate for lenders and borrowers that participate directly or indirectly in the Asian economy.
by which parties agree to receive (pay) on maturity the difference between the value calculated by applying a predetermined interest rate to the value of the transaction and the value obtained on the basis of the level reached by a reference rate ...
[Harvey] These options operate in the same way as standard options, except that payout or receipt only occurs if certain thresholds in the related reference rate or index are or are not exceeded during the exercise period.
 See also: Interest rate swap, Banks, Funding, Values, Expense
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