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21 Определения терминов по кредитным деривативам в редакции 2003 года
Finances: 2003 ISDA Credit Derivatives DefinitionsУниверсальный русско-английский словарь > Определения терминов по кредитным деривативам в редакции 2003 года
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22 Определения терминов при сделках с кредитными производными инструментами
Banking: ISDA Credit Derivatives DefinitionsУниверсальный русско-английский словарь > Определения терминов при сделках с кредитными производными инструментами
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23 обеспеченное долговое обязательство
1) General subject: debenture ((Великобритания) a document, almost invariably by or on behalf of a company, that creates or acknowledges a debt owed by the company. The term includes debenture stock, bonds and other debt securities is)2) Finances: CDO (credit derivatives made up of mortgage-backed bonds; сокр. от "collateralized debt obligation"; англ. термин взят из статьи в газете Financial Times)3) Banking: secured debenture4) Securities: collateralized debt obligationУниверсальный русско-английский словарь > обеспеченное долговое обязательство
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24 рынок производных кредитных инструментов
Универсальный русско-английский словарь > рынок производных кредитных инструментов
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25 торги производными кредитными инструментами
Универсальный русско-английский словарь > торги производными кредитными инструментами
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26 synthetic securitization
synthetic securitization BANK, FIN synthetische Verbriefung f (securitization transaction not involving the transfer of receivables; the hedging of a pool of exposures by means of guarantees or credit derivatives with or without a special-purpose vehicle, SPV, as well as with or without a refinancing function; Absicherung eines Forderungspools mittels Garantien oder Kreditderivaten mit oder ohne Zwischenschaltung einer Zweckgesellschaft –SPV– sowie mit oder ohne Refinanzierungsfunktion; Zweck: Risikomanagement oder regulatorisches und ökonomisches Eigenkapitalmanagement; opposite: true-sale securitization = True-Sale-Verbriefung)Englisch-Deutsch Fachwörterbuch der Wirtschaft > synthetic securitization
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27 Kreditderivate
Kreditderivate npl FIN credit derivatives (Finanzderivate, die eine außerbörsliche = OTC und außerbilanzielle Risikoübertragung = off-balance sheet risk transfer vom Sicherungsnehmer, häufig einer Bank, auf einen Sicherungsgeber = Investor ermöglichen, wobei der zugrunde liegende risikotragende Forderungstitel im Eigentum und in der Bilanz des Sicherungsnehmers verbleibt; intransparente Verlagerung von Kreditrisiken verhindert das Erkennen der Entstehung von Klumpenrisiken = cluster risks; cf synthetic securitization = synthetische Verbriefung) -
28 CDS
CDS (Abk. für credit default swap) BANK, FIN CDS m, Credit-Default-Swap m, Kreditausfallderivat n, Kreditausfall-Swap m, Kreditverzugswap m (CDSs are traded off-exchange, i.e. in the intransparent over-the-counter market, as over-the-counter derivatives = OTC derivatives; Kapitalmarktinstrument in Form eines Kreditderivats = derivative credit instrument, in seiner wirtschaftlichen Funktion als Kreditversicherung und zur Platzierung strukturierter Kreditausfallrisiken –nicht Spread- oder Marktrisiken– von Kreditnehmern unterschiedlicher Bonität aus Bankbilanzen am Kapitalmarkt -insbesondere bei Hedgefonds, Pensionsfonds oder Kapitalsammelstellen- gegen Weiterreichung/Übernahme des Kreditausfallrisikos –risk of default–, das mit der Swapgebühr sofort abgegolten wird; Verbriefung macht das Risiko des Kreditausfalls eines beliebigen Schuldners oder einer Schuldnergruppe -losgelöst vom Kredit oder von der Anleihe- handelbar und verteilt es global aber intransparent und unreguliert im Kapitalmarkt, dem Risiko-Markt, wo es dann, insbesondere in Verbindung mit Leerverkäufen, auch ohne Kreditsicherungsbedarf als reines Spekulationsinstrument mit relativ geringem Kapitaleinsatz unstandardisiert 'over-the-counter' gehandelt werden kann; anders: Kreditausfall- oder Kreditverzugsoption = credit default option = CDO mit dem Schadensausgleich erst nach Eintritt des Schuldnerverzugs oder -ausfalls) -
29 целевой кредит
1) General subject: target-specific credit, target-specific loan, targeted credit, targeted loan2) Economy: directed credit, purpose loan, tied credit3) Finances: purpose credit (из "Documentation for Derivatives" by Euromoney Books)4) Banking: debt directing, targeted lending -
30 derivative
nizvedenica, derivat• credit derivative kreditni derivat• derivatives market trћiљte derivata• financial derivatives financijske izvedenice• risk related to financial derivatives rizik koji se odnosi na financijske izvedeniceEnglesko-Hrvatski Glosar bankarstva, osiguranja i ostalih financijskih usluga > derivative
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31 risk transfer
1) фин., страх. перенос [страхование] риска (перенос риска с одной стороны сделки на другую, составляющий одно из условий соглашения; в страховании является главным предметом соглашения)Risk transfer through derivatives is effective only if the parties to whom risk is transferred can perform their contractual obligations. — Перенос риска с помощью производных финансовых инструментов эффективен только в том случае, если принимающая риск сторона способна справиться со своими обязательствами.
The amount of risk transfer was quite modest relative to the total amount of credit risk. — Размер страхуемого риска незначителен по сравнению с общим размером кредитного риска.
See:2) эк., юр. переход ответственности (переход ответственности за сохранность имущества в ходе выполнения договора продажи, аренды, транспортировки и т. п.; напр., транспортная компания принимает на себя ответственность за сохранность товара на время перевозки)Syn:The new English-Russian dictionary of financial markets > risk transfer
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32 portfolio
n
- advances portfolio
- agressive portfolio
- bank portfolio
- bank's credit portfolio
- barbell portfolio
- benchmark portfolio
- business portfolio
- client portfolio
- credit portfolio
- debt portfolio
- defensive portfolio
- derivatives portfolio
- discretionary portfolio
- diversified portfolio
- efficient portfolio
- equity portfolio
- insurance portfolio
- investment portfolio
- laddered portfolio
- lending portfolio
- liquidity portfolio
- loan portfolio
- marked-to-market portfolio
- mortgage portfolio
- participation portfolio
- securities portfolio
- stock portfolio
- treasury bond portfolio
- portfolios for fund of funds
- portfolio of assets
- portfolio of bills
- portfolio of blue-chip stocks
- portfolio of bonds
- portfolio of debentures
- portfolio of nonperforming loans
- portfolio of products
- portfolio of securities
- portfolio of shares
- portfolio of stocks
- portfolios updated through information providers
- add to the portfolio
- diversify portfolios
- have portfolio in shares
- hedge a portfolio
- manage investment portfolios
- restructure a risk portfolio
- run a portfolio
- service the investment portfolioEnglish-russian dctionary of contemporary Economics > portfolio
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33 portfolio
•At the end of last year, Standard Life, a British life insurer, had more than half its portfolio in shares. — В конце прошлого года Standard Life, Британская страховая компания, больше половины своего портфеля держала в акциях.
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34 δάνος
Grammatical information: n.Derivatives: δάνειον n. `loan' (D.) with δανειακός (Cod. Just.), denomin. δανείζω, - ομαι `loan, give credit' (Att., s. Schwyzer 735 A. 6; hell. also δανίζω), from which δάνεισμα `loan' (Th.), δανεισμός `loan, credit' (Att., Arist.) and δανειστής `usurer, believer' (LXX,) with δανειστικός (Thphr.). - Unclear δάνας μερίδας. Καρύστιοι H.; s. Schwyzer 488.Etymology: The suffix as in ἄφενος, κτῆνος etc. Brugmann Grundr. 22: 1, 256: to δατέομαι (s. d.), i.e. * dh₂-nos, cf. Skt. diná- `divided'? (* dh₃-nos from δίδωμι would give *δονος). The word could be foreign.Page in Frisk: 1,347Greek-English etymological dictionary (Ελληνικά-Αγγλικά ετυμολογική λεξικό) > δάνος
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35 derivative
1. прил.1) общ. производный, вторичный2) фин. производный (о финансовом инструменте, цена которого зависит от цены базового товара, валюты или другого финансового инструмента)"Triple-witching day" is the day on which three derivative instruments all expire on the same day. — "Тройной день ведьм" — это день, когда одновременно истекает срок исполнения трех производных инструментов.
See:2. сущ.1) фин. производная ценная бумага, производный (финансовый) инструмент, дериватив (финансовый инструмент, стоимость которого зависит от цены базового актива, валюты или другого финансового инструмента; напр., опцион, фьючерс)Syn:See:derivative market, underlying asset, payoff, payoff function, payoff diagram, premium, exercise price, option writer, option holder, exotic derivative, vanilla derivative, linear derivative, non-linear derivative, option, futures contract, forward contract, credit derivative, embedded derivative, catastrophe derivative, contract for difference, American Depositary Receipt2) мат. производная, производная функция (приращение функции при бесконечно малом приращении ее аргумента; названия практически всех производных функций в экономике начинаются со слова "предельный" (marginal))derivative on the left [right\] — левая [правая\] производная
derivative with respect to— производная по...
See:function, differentiability, marginal utility, marginal rate of substitution, marginal productivity, marginal rate of technical substitution, marginal rate of transformation
* * *
1) деривативный, производный от чего-либо, созданный на базе чего-либо; 2) деривативный (производный) финансовый инструмент; см. derivative instrument.* * *. A financial instrument, traded on or off an exchange, the price of which is directly dependent upon the value of one or more underlying securities, equity indices, debt instruments, commodities, other derivative instruments, or any agreed upon pricing index or arrangement. Derivatives involve the trading of rights or obligations based on the underlying product but do not directly transfer property. They are used to hedge risk or to exchange a floating rate of return for a fixed rate of return. . Glossary of Futures Terms . -
36 investment insurance
фин. страхование инвестиций [капиталовложений\] (любые меры, предпринимаемые с целью защиты от рисков, связанных с вероятностью потери всей или части инвестируемой суммы либо доходов по инвестициям, напр., страхование в специализированных организациях от политического риска, связанного с осуществлением инвестиций за рубежом)Derivatives are often purchased as a form of investment insurance. — Производные ценные бумаги часто приобретаются как форма страхования инвестиций.
See:* * * -
37 DCMS
1) Медицина: Duval County Medical Society2) Американизм: Disaster Credit Management System3) Военный термин: Database Creation and Management Segment, depot command management system4) Техника: data control multiplex system5) Британский английский: Department for Culture, Media and Sport6) Биржевой термин: Derivatives Collateral Management Service7) Сокращение: Digital Communications Management System8) Университет: Dartmouth Community Medical School9) Космонавтика: digital circuit multiplication system (ITU)10) Фирменный знак: Digital Collection Management Services11) Безопасность: Distributed Certificate Management System12) Программное обеспечение: Data Collection Management Solution, Desktop Corporate Management System -
38 VIRÐA
(-rða, -rðr), v.1) to fix the worth of a thing, to tax, value (síðan vóru virð fé Haflgerðar);2) fig., to value, estimate (þat kann engi virða nema guð einn);with gen., virða e-t mikils, to rate highly, think much of;virða lítils, to think or make light of;virða e-t engis (einskis), to make nothing of;virða e-t með sjálfum sér, to bethink oneself of, consider;konungr virði mest skáld sín, he held his poets in the highest estimation;virði jarl hann vel, the earl showed him great honour;virða til, to pay heed to, regard;hann kveðst vilja virða til enn heilaga Jacobum postola, he said he would respect the sanctity of St. James;virða e-t til e-s, to consider (deem) as (virða e-t til útrúleika við e-n);virða e-t vel, illa fyrir e-m, to put it to his credit, discredit;3) refl., virðast vel, to be highly esteemed (hann virðist hvervetna vel);impers., virðist öllum mönnum vel til hans, everybody liked him;virðist oss svá, sem minnkaðist vár sœmd í því, it seems to us, we think that …;virðist hann konunginum afbragðsmaðr, the king thought him to be an exceptional man.* * *pret. virði, mod. virti; [cp. verð; this word and its derivatives are in mod. Norse proncd. and spelt with y, vyrda; Swed. vörda]:—to fix the worth of a thing, to tax, value; síðan vóru virð fé Hallgerðar, Nj. 24; búar skolu virða fúlgur ómagans tvennar, Grág. i. 259; þar skolu fylgja einn eyrir ok tuttugu, ok virða til friðs, D. I. i. 199; þrjár merkr ok virt til vaðmála, 203; búar skolu virða skip þat til vöru eðr til brends silfrs, Grág. (Kb.) ii. 68; virða e-t til smœrs, D. N. ii. 93.II. metaph., þat kann engi virða nema Guð einn, Fms. vii. 144: with gen. of the price, virða enskis, Blas. 44; virða mikils, to rate highly, Eg. 167; konungr virði hann mikils, Fms. vi. 132; virða e-t lítils, O. H. L. 76; úvinir hans höfðu grun á ok virðu til utrúleika við konung, Fms. ix. 428; er þat ílla virðanda fyrir þér, it is to be ill-esteemed, blamed, ii. 53; mun þat vera vel virt fyrir þér, Karl. 99; svá virðu vinir jarls sem Þorkell mundi þá bræðr sízt spara til deilu, Orkn. 180; vita ok virða, Stj. 145; virða e-t með sjálfum sér, to bethink oneself of, consider, 132; hygg at ok virð meðr þér sjálfum, 142; virð með sjálfum þér hvat haun mun mega með síns herra fulltingi, Karl. 542.2. with prepp.; virða at e-u, to give heed to a thing, consider it, Stj. 153; virða e-t fyrir sér, to count, consider; virða til, to pay heed to, regard; Rafn vildi eigi þat, þvíat hann kveðsk vilja virða til enn heilaga Jacobum postola, ok berjask eigi við Þorvald, i. e. Rafn said he would respect the holiness of St. James and not fight Th., Bs. i. 668; heldr skal hitt til virða, at hann vildi Kristni sinni í þyrma, Hom. 109; eg vil ekki virða mig til þess, not demean myself to that: virða um e-t = virða til, D. N. ii. 95: virða e-t við e-t, to value, count; virða við saur ok hégóma, Barl. 74: virð einskis við þá er þér göra í mein, take no account of it if they do thee wrong, Hom. (St.); virða sakar við annan, id.; Guð virði við hann ( may God reward him) undir hvílíkan þunga hann á at standa, Bs. i. 821; biðju vér at þér takit vára dvöl eigi til þrjózku, virðandi vid oss um leiðar-lengd ok harða veðráttu, we beg you not to account it for disobedience in us, but consider the length of the way, and the severe weather, D. N. iii. 80: also of gratitude, eg virði það við hann, að …, to regard past services.III. reflex., impers. to like; mér virðisk ekki skapferði hans, Ísl. ii. 217; virðisk þeim vel allt til konungs en eigi verr til dróttningar, Fb. ii. 120; hann virðisk þar hverjum manni vel, everybody liked him, Eg. 27, Nj. 46, Fms. i. 6l.2. to deem, think; virðisk oss svá, sem minnkaðisk vár sæmd í því heldr enn yxi, Fms. x. 7; virðisk konunginum hann af bragðs-maðr, Bjarn. 4: very freq. in mod. usage, mér virðist, methinks.3. to deign, vouchsafe; af hans ætt virðisk várr Drottinn Jesús at fæðask, Stj.; þú skapari minn virzk at miskunna mér, Barl. 92; þau miskunnar verk er hann virðisk at göra, 95; öll bréf þau er þeir virða sik (= virðask) við at taka, Róm. 248. -
39 market
ntrћiљte• active market aktivno trћiљte (npr. vrijednosnih papira)• bond market trћiљte obveznica• capital market trћiљte kapitala• capital market imperfection nedostatak/nesavrљenost trћiљta kapitala• capital market securities vrijednosni papiri na trћiљtu kapitala• cash market novčano/ spot trћiљe• commercial market komercijalno trћiљte• common market zajedničko trћiљteBilj.: EU nakon 1992. godine i provođenja Ugovora iz Maastrichta• compartmentalisation of markets sektorizacija trћiљta• completion of the internal market provođenje unutarnjega trћiљta• credit market trћiљte kredita• debt securities market trћiљte duћničkih vrijednosnih papira• deregulated market deregulirano trћiљte• derivatives market trћiљte derivata• discount market diskontno trћiљte• disturbance of the capital market poremećaji na trћiљtu kapitala• domestic capital market domaće trћiљte kapitala• domestic market domaće trћiљte• dual exchange market dvojno devizno trћiљte• efficient financial market efikasno financijsko trћiљte• equity market trћiљte vlasničkih vrijednosnih papira (dionica)• eurobond market trћiљte euroobveznica• eurocurrency market eurovalutno trћiљte• eurodollar market eurodolarsko trћiљte• European capital market europsko trћiљte kapitala• European Common Market ( ECM) europsko zajedničko trћiљte (EZT)• finance market financijsko trћiљte• financial market rate (kamatne) stope na financijskim trћiљtima• financial markets financijska trћiљta• financial markets and institutions financijska trћiљta i institucije• foreign capital market inozemno trћiљte kapitala• foreign exchange market devizno trћiљte• foreign market inozemno trћiљte• forward exchange market terminsko devizno trћiљte• forward market terminsko trћiљte• free market slobodno trћiљte• free market economy slobodno trћiљno gospodarstvo• frontier-free internal market unutarnje trћiљte bez granica• futures market terminsko/ročno trћiљte• home market matično/domaće trћiљte• indirect market participant neizravni sudionik na trћiљtu• integrated internal market intergirano unutarnje trћiљte• integration into the internal market integracija u unutarnje trћiљte• interbank market međubankovno trћiљte• interbank money market međubankovno trћiљte novca• internal market unutarnje trћiљte• international market međunarodno trћiљte• interpenetration of national securities markets međusobno proћimanje nacionalnih trћiљta vrijednosnih papira• intervention on the foreign exchange market intervencija na deviznom trћiљtu• liquid market likvidno trћiљte• long-end of the market dugoročna strana trћiљta (dio trћiљta za dugoročne obveznice)• mark to market vrednovati (vrijednosne papire i financijske instrumente) po trenutačnoj trћiљnoj vrijednosti• market access pristup trћiљtuBilj.: Otvorenost nacionalnoga trћiљta proizvodima i uslugama iz drugih zemalja• market capitalisation trћiљna kapitalizacija• market economy trћiљno gospodarstvo• market exchange rate trћiљni tečaj• market interest rate trћiљna kamatna stopa• market maker “odrћavatelj” trћiљta• market operator sudionik na trћiљtu• market order trћiљni nalog, nalog za kupoprodaju• market organisations trћiљne organizacije• market participant sudionik na trћiљtu• market player sudionik na trћiљtu• market portfolio trћiљni/utrћivi portfelj• market price trћiљna cijena• market rate trћiљna stopa• market rate of interest trћiљna kamatna stopa• market rate of return trћiљna stopa prinosa• market risk trћiљni rizik• market risk premium trћiљna premija za rizik• market segment trћiљni segment• market segmentation podjela trћiљta• market share trћiљni udio• market sharing dijeljenje trћiљtaBilj.: Situacija u kojoj se druљtva iz različitih zemalja dogovore da svoje proizvode ne prodaju na trћiљtima ostalih zemalja koje sudjeluju u dogovoru; postupak protivan odredbama Rimskoga ugovora• market structure trћiљna struktura• market support arrangement sporazum o trћiљnoj potpori• market surveillance nadzor nad trћiљtem• market transaction trћiљna transakcija• market transparency transparentnost trћiљta• market trends trћiљna kretanja• market value trћiљna vrijednost• marking to market vrednovanje (vrijednosnih papira i financijskih instrumenata) po trenutačnoj trћiљnoj vrijednosti• money market rate stopa na trћiљtu novca• mortgage market trћiљte hipoteka• narrow market usko trћiљte (na kojem se prodaje samo mala količina)• national market domaće trћiљte• new issue market trћiљte novih izdanja• NM markets nova trћiљta• official market sluћbeno trћiљte• official stock exchange market sluћbena burza• open market operation operacija na otvorenom trћiљtu• open-market policy politika otvorenoga trћiљta• open market sale prodaja na otvorenom trћiљtu• open-market securities vrijednosni papiri koji kotiraju na otvorenom trћiљtu• open-market transaction transakcija na otvorenom trћiљtu• order-driven market trћiљte koje se ravna prema nalozimaBilj.: Trћiљte na kojem se cijene određuju prema nalozima za kupnju ili prodaju (za razliku od trћiљta na kojem se cijene unaprijed određuju)• over the counter market ( OTC) izvanburzovno//neformalno/nesluћbeno trћiљte• placing on the market plasiranje na trћiљte• price-driven market trћiљte koje određuju cijene• primary mortgage market primarno trћiљte hipoteka• regulated market regulirano trћiљte• residual market rezidualno trћiљte• secondary mortgage market trћiљte sekundarne hipoteke, trћiљte viљestruke hipoteke• securities market trћiљte vrijednosnih papira• share market trћiљte dionica• spot market promptno/ spot trћiљteBilj.: Trћiљte na kojem se roba odmah isplaćuje i isporučuje• spot market rate tečaj na promptnom trћiљtu• stabilisation of market stabilizacija trћiљta• stock market price burzovna cijena• stock market yield prinos na burzi• total market share ukupni udio na trћiљtu• withdrawal from the market povlačenje s trћiљtaEnglesko-Hrvatski Glosar bankarstva, osiguranja i ostalih financijskih usluga > market
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40 trade
1.1) торговать2) менять, обменивать; обмениваться•Though the bonds had traded at junk-like prices for months, the decision of Standard and Poor's, a credit agency, to downgrade the debts to junk-bond status came as a surprise. — Хотя торговля облигациями велась по ценам, близким к бросовым, в течение многих месяцев, решение Стандард энд Пурз, кредитного агентства, понизить долговые инструменты до статуса бросовых облигаций было неожиданным.
2.1) торговля2) сделка; операция с ценными бумагами•
См. также в других словарях:
Credit Derivatives — Derivative instruments created to separate the credit risk of a borrower from overall market risk. A purchaser of a bond buys a credit derivative to cover the risk of the bond s debtor defaulting. Effectively the seller or writer of the credit … Financial and business terms
Credit Derivatives Product Company — Credit Derivatives Product Companies, or CDPC, are a business almost solely focused on selling credit default swaps contracts. IE, they basically sell insurance against someone failing to pay back a loan ( defaulting ). CDPC are usually highly… … Wikipedia
Credit Derivatives — (кредитные деривативы) финансовые инструменты, предназначенные для передачи кредитного риска от одного лица другому. Такие инструменты включают: дефолтные свопы, свопы на совокупный доход и кредитные ноты … Ипотека. Словарь терминов
credit derivative — United Kingdom A derivative under which the parties obligations are determined by events related to the debt obligations and creditworthiness of a third party (or group of third parties) known as a reference entity (or reference entities).… … Law dictionary
credit default swap — UK US noun [C] (also credit swap) ► FINANCE a type of credit derivative in which the buyer pays the seller for the right to get money back if a particular loan, bond, etc. is not paid back: »The cornerstone of the credit derivatives market is the … Financial and business terms
Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity … Wikipedia
Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… … Wikipedia
Derivatives market — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Credit Default Swap — Ein Credit Default Swap (CDS, engl. für Kreditausfall Swap) ist ein Kreditderivat, das es erlaubt, Ausfallrisiken von Krediten, Anleihen oder Schuldnernamen zu handeln. Ein CDS ist ein Vertrag zwischen zwei Parteien, der Bezug auf einen… … Deutsch Wikipedia
Credit default option — In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity.… … Wikipedia
Credit risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia