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From Open Risk Manual
  • '''Variable Coupon Bond'''. Bond that has a floating or variable interest rate, or coupon rate The rate adjusts according to a predetermined formula outlined in the bond's prospectus or official statement.
    758 bytes (111 words) - 11:03, 8 October 2019
  • ...are input to that derived price. Notes from SMER 25 Nov If the instrument has not been trading, then there would normally need to be prices for valuing t
    2 KB (304 words) - 11:08, 8 October 2019
  • ...t, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the o ...sus from here, and the Simple Fact, befpre de;eting. the formerly OTC term has the required relationship facts.
    1 KB (194 words) - 11:14, 8 October 2019
  • '''Yield Calculation Formula'''. The formula used in determining the Yield. ...defined either in tectual terms or by further local extension of the term "Formula Expression" to define the parameters used.
    872 bytes (128 words) - 11:21, 8 October 2019
  • ...o Carlo method simulation. relationship facts to add: Relation to method / formula (e.g. Monte Carlo), and the method used to determine the actual figure for
    2 KB (265 words) - 11:21, 8 October 2019
  • ...typically has to make a lump sum payment to the investor(s) derived from a formula based on the [[Net Present Value]] (NPV) of future coupon payments that wil
    931 bytes (144 words) - 11:54, 17 September 2021
  • ...er typically has to make a lump sum payment to the investor derived from a formula based on the [[Net Present Value]] (NPV) of future interest or coupon payme
    1 KB (162 words) - 11:55, 17 September 2021
  • == Formula == {{#set:Has Formula = HAS_FORMULA}}
    2 KB (216 words) - 18:48, 16 November 2023
  • == Formula == ...maximum likelihood estimation (MLE) procedure. In order to use an MLE, one has to assume the type of underlying distribution in order for the appropriate
    2 KB (240 words) - 21:02, 11 September 2020
  • ...oncerns the special case when the [[State Space]] of the stochastic system has only two states (Alive / Dead) and one of them is an [[Absorbing Default St The variance of the Kaplan-Meier estimator is given by Greenwood's formula:
    2 KB (348 words) - 14:19, 10 February 2021
  • ...January 2004 press release from the Basel Committee, this technical paper has been issued.</p> ...the Committee will make available simpler alternatives to the Supervisory Formula (SF) presented in CP3 for the treatment of unrated positions, which some re
    4 KB (614 words) - 11:39, 26 March 2021
  • <p class="Paragraph">The Basel Committee on Banking Supervision has today issued a second consultative paper on revisions to the Basel securiti <p class="Paragraph">In developing these proposals, the Committee has carefully taken into account the comments received on the first consultativ
    4 KB (630 words) - 14:25, 9 April 2021
  • <h3>Note This standard has been integrated into the consolidated ...upon prudential approaches already available in the capital framework. It has been calibrated to reflect the level of volatilities observed over the rece
    5 KB (708 words) - 12:42, 31 March 2021
  • ...g to collateral upgrade transactions and correct for a misstatement of the formula used to calculate haircut floors for netting sets of STFs.</p>
    2 KB (300 words) - 11:50, 26 March 2021
  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
    990 bytes (142 words) - 11:31, 17 May 2024
  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
    924 bytes (124 words) - 11:31, 17 May 2024
  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
    919 bytes (122 words) - 11:31, 17 May 2024
  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
    1 KB (158 words) - 11:31, 17 May 2024
  • == Formula == {{#set:Has Formula = HAS_FORMULA}}
    4 KB (578 words) - 10:07, 19 September 2023
  • * [[XBRL Formula]]. The Formula Specification 1.0 supports the creation of expressions (using XPath) that c NB: XBRL International has issued and reissued a stability pledge in relation to the core XBRL 2.1 spe
    2 KB (321 words) - 16:41, 28 April 2023

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