Total rate of return swap 意思
Total Return Swaps, TRS, (also called Total Rate of Return Swaps, or TRORS) are simply another form of financing. An example of a modified form of a car lease illustrates the concept. The investor (a hedge fund, insurance company or other), is the receiver of the total rate of return and is the lessee, who leases the car. Total Rate of Return Swap: definizione, approfondimento e link utili. Naviga nel glossario per scoprire definizioni e approfondimenti su migliaia di termini inglesi e italiani di economia e finanza. 总收益互换(Total Return Swap) 是指信用保障的买方在协议期间将参照资产的总收益转移给信用保障的卖方，总收益可以包括本金、利息、预付费用以及因资产价格的有利变化带来的资本利得；作为交换，保障卖方则承诺向对方交付协议资产增殖的特定比例，通常是LIBOR加一个差额，以及因资产价格不利 Ein Total (Rate of) Return Swap (TRORS bzw.TRS) ist ein Kreditderivat, bei dem die Erträge und Wertschwankungen des zu Grunde liegenden Finanzinstruments (Basiswert oder Referenzaktivum) gegen fest vereinbarte Zinszahlungen getauscht werden. Total return swaps are a strategy in which each party receives some type of rate or return on a particular reference asset. Hedge funds are one of the more common types of financial investments that make use of this type of arrangement. The swap is usually classified as one form of a credit derivative, although the process is not an exact match for the usual working definition for this type of Financial Terms, Total Rate of Return Swap. Total Rate of Return Swap. A credit derivative in which the total return on a reference obligation such as a corporate bond (or an equity holding) is paid by the protection buyer (i.e., the total return payer), who owns the reference asset, to the protection seller (i.e., the total return receiver). Total return swaps on the Bloomberg Barclays Indices are designed to assist portfolio managers in matching benchmark returns or to hedge risk exposure using derivative trades. Total return swaps
TOTAL RETURN SWAPS. A total return swap (TRS) exchanges the total return, current yield plus any change in value, whether positive or negative, between two assets. The exchange of cash flows occurs whether or not there is a default event. The swap exchanges flows and changes in asset value periodically or at some fixed dates.
証券取引用語集「トータル・レート・オブ・リターンスワップ」とは？・・・保有債券から発生する全損益（クーポン、評価損益）と、市場金利および最終日の債権評価益とを交換するスワップ取引のことで、帳 Total Return Swap: A total return swap is a swap agreement in which one party makes payments based on a set rate, either fixed or variable, while the other party makes payments based on the return Total return swap, or TRS (especially in Europe), or total rate of return swap, or TRORS, or Cash Settled Equity Swap is a financial contract that transfers both the credit risk and market risk of an underlying asset. 1 Contract definition. 2 Advantage of using Total Return Swaps. 6 External links. Contract definition. トータル・リターン・スワップ（trs）は、プロテクションの買い手が参照資産の経済的価値を、より安定したリターンと交換することによって、参照資産の保有に伴う信用リスクおよび市場リスクを売り手に有効に移転する取引をいいます。 Financial Terms, Total Rate of Return Swap. Total Rate of Return Swap. A credit derivative in which the total return on a reference obligation such as a corporate bond (or an equity holding) is paid by the protection buyer (i.e., the total return payer), who owns the reference asset, to the protection seller (i.e., the total return receiver).
Total return swap, or TRS (especially in Europe), or total rate of return swap, or TRORS, or Cash Settled Equity Swap is a financial contract that transfers both the
總收益互換（Total return swap，簡稱TRS，也有稱為total rate of return swap，即 TRORS）是一種信用衍生工具契約，指一方將獲得合約信用資產（reference asset）上 Total return swap, or TRS (especially in Europe), or total rate of return swap, or TRORS, or Cash Settled Equity Swap is a financial contract that transfers both the
A total return swap is an agreement where parties exchange the credit risk of an interest rate in return for payments based on the return of an underlying asset.
Total return swaps are a strategy in which each party receives some type of rate or return on a particular reference asset. Hedge funds are one of the more common types of financial investments that make use of this type of arrangement. The swap is usually classified as one form of a credit derivative, although the process is not an exact match for the usual working definition for this type of
Il Total Return Swap (TRS o TRORS), fa parte dei derivati creditizi, come: i credit default products, i credit spread swaps ed i credit linked notes.. Il Total Return Swap è una operazione in base alla quale un soggetto total return payer (protecion buyer) cede ad un altro soggetto total return receiver (protection seller) tutto il rischio e rendimento di un sottostante (reference assets), a
Total Return Swaps, TRS, (also called Total Rate of Return Swaps, or TRORS) are simply another form of financing. An example of a modified form of a car lease illustrates the concept. The investor (a hedge fund, insurance company or other), is the receiver of the total rate of return and is the lessee, who leases the car.
TOTAL RETURN SWAPS. A total return swap (TRS) exchanges the total return, current yield plus any change in value, whether positive or negative, between two assets. The exchange of cash flows occurs whether or not there is a default event. The swap exchanges flows and changes in asset value periodically or at some fixed dates. Collateralization and FVA for Total Return Swaps C. Fries, M. Lichtner 1 Introduction 1.1 Total Return Swaps A total return swap (TRS) exchanges the cash flows or total return of an un-collateralized underlying asset Magainst plain vanilla floating rate cash flows (LIBOR plus deal spread) with notional N. At maturity T, typically five to ten total return swap的中文翻譯，total return swap是什麼意思，怎麽用漢語翻譯total return swap，total return swap的中文意思，total return swap的中文，total return swap in Chinese，total return swap怎麼讀，发音，例句，用法和解釋由查查在綫詞典提供，版權所有違者必究。 IRRの正式名称はInternal Rate of Returnで、日本語では内部収益率と訳されます。IRRについて理解するためにまず知っておきたいのが、DCF法です。DCFとはDiscounted Cash Flow（ディスカウントキャッシュフロー）の略称で、投資によって将来得られると期待される収益を、現在価値に割り引いて評価する Oggi tenteremo di spiegare in parole comprensibili un concetto non propriamente semplice, quello di total return swap, anche noti con gli acronimi TRS o TRORS.Si tratta di derivati creditizi, ovvero di operazioni con cui un soggetto detto total return payer cede a un altro soggetto, detto total return receiver l’intero rischio e il rendimento di un sottostante, ricevendo in cambio un flusso