Gaois

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2 results

  1. FINANCE|free movement of capital

    #582996

    IATE #3546234
    babhtáil bhunúsach ar thoradh iomlán Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    einfacher Total-Return-Swap
    de
    basic TRORS | basic total return swap
    en
    Definition bilateral contract between a total return payer and a total return receiver whereby the total return payer pays the total return of a reference asset (i.e. short position on reference asset) and receives from the receiver of the total rate of return (i.e. long position on reference asset), in principle, a floating rate payment (for instance LIBOR) plus a spread Reference Committee of European Securities Regulators (CESR), "CESR’s Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS" (28.07.2010), http://www.esma.europa.eu/system/files/10_788.pdf [19.6.2014]
    Comment See also "non-basic total return swap", IATE:3546235
  2. FINANCE|free movement of capital

    #582997

    IATE #3546235
    babhtáil neamhbhunúsach ar thoradh iomlán Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    komplexer Total-Return-Swap
    de
    non-basic TRORS | non-basic total return swap
    en
    Definition non-basic TRORS contracts are those where, instead of the floating rate payment leg, the TRORS refers to a fixed rate payment or the total return of another reference asset Reference Committee of European Securities Regulators (CESR), "CESR’s Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS" (28.07.2010), http://www.esma.europa.eu/system/files/10_788.pdf [19.6.2014]
    Comment See also "basic total return swap", IATE:3546234