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portfolio credit quality

См. также в других словарях:

  • Credit Quality — One of the principal criteria for judging the investment quality of a bond or bond mutual fund. As the term implies, credit quality informs investors of a bond or bond portfolio s credit worthiness, or risk of default. Also known as a bond rating …   Investment dictionary

  • Credit Valuation Adjustment — Credit value adjustment (CVA) is by definition the difference between the risk free portfolio value and the true portfolio value that takes into account the possibility of a counterparty’s default. In other words, CVA is the market value of… …   Wikipedia

  • distribution by credit quality — Classification of a portfolio s securities according to credit rating. Bloomberg Financial Dictionary …   Financial and business terms

  • 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

  • Credit rating agency — Corporate finance …   Wikipedia

  • Credit default swap — If the reference bond performs without default, the protection buyer pays quarterly payments to the seller until maturity …   Wikipedia

  • Credit enhancement — Securities Securities Bond Stock Investment fund Derivative Structured finance Agency security …   Wikipedia

  • Credit default swap index — A credit default swap index is a credit derivative used to hedge credit risk or to take a position on a basket of credit entities. Unlike a credit default swap, which is an over the counter credit derivative, a credit default swap index is a… …   Wikipedia

  • Credit bureau — A credit bureau (United States), or credit reference agency (United Kingdom) is a company that collects information from various sources and provides consumer credit information on individual consumers for a variety of uses. It is an organization …   Wikipedia

  • Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

  • Dedicated Portfolio Theory — Dedicated Portfolio Theory, in finance, deals with the characteristics and features of a portfolio built to generate a predictable stream of future cash inflows. This is achieved by purchasing bonds and/or other fixed income securities (such as… …   Wikipedia

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