10 BÜCHER, DIE MIT «BASIS POINT» IM ZUSAMMENHANG STEHEN
Entdecke den Gebrauch von
basis point in der folgenden bibliographischen Auswahl. Bücher, die mit
basis point im Zusammenhang stehen und kurze Auszüge derselben, um seinen Gebrauch in der Literatur kontextbezogen darzustellen.
1
Derivatives Handbook: Risk Management and Control
The four levels are the basis point value (BPV) approach, transaction level
CRMU approach (which incorporates volatilities), portfolio CRMU approach (
incorporating both volatilities and correlations), and, finally, a portfolio approach
which ...
Robert J. Schwartz, Clifford W. Smith, 1997
2
Bond Portfolio Management
One measure of the dollar price sensitivity of a bond to interest rate changes is
the price value of a basis point (PVBP). This measure, also referred to as the
dollar value of an 01 ( DO 1 ). is the change in the price of a bond if the yield
changes ...
Frank J. Fabozzi, CFA, 2001
3
Advanced Fixed-Income Valuation Tools
In other words, the fall in a bond's price due to a 1 basis point increase in rates is
less than the increase in price due to a 1 basis point decline in rates. Given this
property, consider what would happen if there were a 50% chance that rates ...
Narasimhan Jegadeesh, Bruce Tuckman, 2000
4
Bond and Money Markets: Strategy, Trading, Analysis
Portfolio managers and market makers use another measure, calculated from
modified duration, known as basis point value. In this chapter we discuss basis
point value and also a related measure, the yield value of a price change.
This means that for a 100 basis point change in yield, the average percentage
price change is 10.44% (100 times 0.1044%). A formula for estimating the
approximate percentage price change for a 100 basis point change in yield is:
price if ...
6
An Introduction to International Capital Markets: Products, ...
Work out the change in the dollar price of the bond for a one basis point rise in
yield. • Step 2. Work out the change in the dollar price of the bond for a one basis
point fall in yield. • Step 3. Average the results from Steps 1 and 2. An average is
...
7
Treasury Securities and Derivatives
One measure of the dollar price sensitivity of a Treasury security to interest rate
changes is the price value of a basis point (PVBP). This measure. also referred to
as the dollar value of an 0l (DV0l ). is the change in the price of a Treasury ...
Frank J. Fabozzi, CFA, 1997
8
Introduction to Derivatives and Risk Management
A 50 basis point move up would cause the option value to move to $89,269, a
loss of $15,524. A 50 basis point decrease would cause the option value to move
to $61,919, a gain of $11,826.4 As we learned in Chapter 5, the risk associated ...
Don Chance, Roberts Brooks, 2012
9
Institutional Investment Management: Equity and Bond ...
The two popular measures used are (1) the price value of a basis point and (2)
duration and convexity. However, both measures suffer from the problem that
they measure only an exposure to a parallel shift in interest rates. That is, it is ...
10
Global Financial Stability Report, April 2013: Old Risks, ...
... Bond—Government Bond Spread2 (Daily changes, in basis points) (Daily
returns, in percent) 1—3 year 3—5 year 5—7 year Effect of a surprise monetary
easing, per basis point — 0.078*** 0087*“ 0.075H Additional effect of MP-plus
easing, ...
International Monetary Fund. Monetary and Capital Markets Department, 2013
10 NACHRICHTEN, IN DENEN DER BEGRIFF «BASIS POINT» VORKOMMT
Erfahre, worüber man in den einheimischen und internationalen Medien spricht und wie der Begriff
basis point im Kontext der folgenden Nachrichten gebraucht wird.
MTA Soars to Highest Since 2011
An analysis of Federal Reserve data by Mortgage Daily indicates that the MTA was one basis point more in June than in the prior month. «Mortgage Daily, Jul 15»
Bond Market's Modest Reaction Shows No Panic After Greece's Vote
Italian 10-year bond yields added 12 basis points to 2.37 percent, compared with a 24 basis-point increase on June 29. The yield on Spanish ... «Bloomberg, Jul 15»
Asia Stocks Rise as Greek Selloff Seen Overdone; Treasuries Fall
Yields on 10-year Treasuries added one basis point, or 0.01 percentage point, to 2.30 percent after sinking 10 basis points last session. «Bloomberg, Jul 15»
Pound at Week-High Versus Euro as U.K. Bonds Rise on Greek Vote
The U.K. currency gained 0.1 percent to $1.5591. Benchmark 10-year gilt yields rose one basis point, or 0.01 percentage point, to 2.01 percent. «Bloomberg, Jul 15»
Treasury yields fall to two-week low on heels of Greek vote
... +2.68% fell 4.8 basis points to 0.589% and the yield on the 30-year TMUBMUSD30Y, +0.50% Treasury declined 10.9 basis point to 3.084%. «MarketWatch, Jul 15»
PepsiCo vs. S&P 500 -- Stock Has Several Issues Hurting …
Organic sales growth of 4.4%, a 150 basis point increase in gross margin and $145 million in additional operating profit drove the first quarter. «TheStreet.com, Jul 15»
South Africa Stocks Drop as Commodities Tumble on China, Greece
... as of 5:16 p.m in Johannesburg. Yields on government rand-denominated bonds due December 2026 rose one basis point to 8.27 percent. «Bloomberg, Jul 15»
A complete list of the Chinese government's stock-market stimulus …
June 27: A surprise 25 basis point interest rate cut and lowering of the reserves banks need to keep when they lend to companies. June 29: ... «Quartz, Jul 15»
Top Honors Go to Vanguard and Its Strong Culture
In 2014, the firm's average expense ratio dropped a basis point to 0.18% from 0.19% in 2013 and 2012. This model also makes Vanguard's ... «Morningstar.com, Jul 15»
Canada in recession, rate cut likely: TD
... as traders anticipate a second rate cut following a surprise 25 basis point reduction in January that was intended to stimulate the economy. «Toronto Star, Jul 15»
