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Interest Rate
Interest Rate

... Issue: What if market interest rates fall? You will then re-invest at a lower interest rate then the rate you had on the maturing bond. Potential reinvestment risk is greater when holding shorter term fixed income securities. With longer term bonds, you have locked in a known return over the long te ...
Bonds
Bonds

... Bonds are: • interest-bearing notes payable • issued by corporations, universities, and governmental agencies • like common stock, can be sold in small denominations (usually a thousand dollars) • attract many investors ...
Refunding Bonds Terminology
Refunding Bonds Terminology

... Listed below different terms and concepts that are important for issuers to understand in order to successfully execute a bond refunding. Optional Redemption or Call Provision. Almost all bonds are structured with an optional call or redemption provision, which allows the issuer to prepay the bonds ...
investors encourage the development of a uk municipal bond market
investors encourage the development of a uk municipal bond market

... foundations for a better future and sets out a series of actions to improve long-term investment. This includes steps that can be taken to help develop efficient capital markets more and to expand the diversity of financing options for UK companies. Capital markets complement the traditional and cen ...
Study Guide for Final
Study Guide for Final

... look for (what might signal that there is an expectation of increased growth in the economy in the future?) How would the changes in the yield curve impact businesses desire to raise funds and what will be the resulting impact on the level of interest rates. Relate your interest rate prediction to t ...
BID BOND
BID BOND

... In the event of the withdrawal of said Bid within the time period specified, or within 60 days if no time period be specified, or the disqualification of said Bid due to failure of Principal to enter into such agreement and furnish such bonds, certificates of insurance, and all other items as requir ...
GSE`s: The Denouement
GSE`s: The Denouement

... made up as much as two thirds of the GSE’s total stock market value. One can haggle over the quality of this analysis as well as the motives for building a portfolio of MBS that at the peak owned nearly one third of the MBS market, but the bottom line is that this function was never built into their ...
Commercial contract surety bonds
Commercial contract surety bonds

... client’s total insurance program. All types of commercial accounts need contract bonds Commercial contract bonds are performance bonds in which the surety (Travelers) guarantees to the obligee (usually a public entity such as federal, state or local government or a private owner) that the principal ...
BUS FIN Capital Budgeting Case Study
BUS FIN Capital Budgeting Case Study

... of $1,000, and ten years to maturity. The current price of one mortgage bond is $1,040. The firm has 44,000 straight bonds outstanding at a coupon interest rate of 9.5%, and 12 years to maturity. The current price of one bond is $1,060. The firm has 32,000 callable bonds outstanding at a coupon inte ...
Bonds
Bonds

... Financial guarantees were developed in 1970s to insure municipal bonds and expanded to cover many corporate bonds as well later on. ...
R3160 - East Lynne 40 School District
R3160 - East Lynne 40 School District

... purposes of speculation on developments or trends in the market is prohibited. ...
FocusPoint - NN Investment Partners
FocusPoint - NN Investment Partners

... within the investment horizon, we favour a theme-based approach in selecting the underlying equities of our investments. A “theme” is a set of common catalysts for underlying equities; these themes may relate to sectors, regions or macro-economic, micro-economic, or societal considerations. The comp ...
Why Do Interest Rates Change?
Why Do Interest Rates Change?

... positively related to wealth, with the response being greater if the asset is a luxury than if it is a necessity 2. The quantity demanded of an asset is positively related to its expected return relative to alternative assets 3. The quantity demanded of an asset is negatively related to the risk of ...
Lecture 6 Chapter 6 PPT
Lecture 6 Chapter 6 PPT

... Factors That Shift Bond Demand 4. Risk Relative to Alternatives – If bonds become less risky relative to alternative investments, demand for bonds shifts right. 5. Liquidity Relative to Alternatives – Investors like liquidity: the more liquid the bond, the higher the demand. – If bonds become less ...
Chapter 5 PowerPoint
Chapter 5 PowerPoint

... risk: the holder obtains the original, promised yield to maturity. Financial institutions use duration to manage interest rate risk and actually achieve the desired yield for the desired holding period. Zero-coupon approach: zero-coupon bonds have no reinvestment risk. The duration of a “zero” equal ...
Understanding the Municipal Bond Marketplace
Understanding the Municipal Bond Marketplace

... political changes and the financial condition of the issuers of municipal securities. Interest rate increases can cause the price of a debt security to decrease. A portion of the dividends you receive may be subject to federal, state, or local income tax or may be subject to the federal alternative ...
Exit Counseling Claflin University
Exit Counseling Claflin University

... Example : $150,000 debt at 6.8% interest rate • Standard repayment: $1726.20 monthly for 120 payments • Extended repayment: – Fixed Payments: $694.07 monthly for 300 payments – Graduated Payments: Start at $566.67 and increase every two years to a maximum of $991.50 for 300 payments ...
Hedging Prepayment Risk on Retail Mortgages
Hedging Prepayment Risk on Retail Mortgages

... How to finance a mortgage and why is there prepayment risk? When a customer acquires a mortgage loan, he or she usually borrows money for a long period of time, say 10 years. Moreover he will have to pay a fixed interest rate for the entire period. In order to fund this mortgage the bank could issue ...
Bond Markets
Bond Markets

... portion of the issue being issue being paid off on each date.  For economic reasons, many issuers like to avoid a ‘crisis at maturity’. ...
19 - Commercial Real Estate Analysis and Investment
19 - Commercial Real Estate Analysis and Investment

... bond may increase between now and 5 yrs, causing her bond to be worth less at that time than she might expect given today’s interest rates. Alternative (1) has the least risk. Thus, Sue’s “preferred habitat” in the bond market is to invest in bonds with a duration of 5 years. ...
Chapter 5- Valuation Concepts
Chapter 5- Valuation Concepts

...  = the rate of return investors consider appropriate for holding such an asset  = based on riskiness and economic conditions ...
Risk and Valuation of Collateral Debt Obligations
Risk and Valuation of Collateral Debt Obligations

... CDO tranches, perhaps with significant retention of smaller and less easily traded junior tranches. Moral hazard, in the context of CDOs, bears on the issuer’s or CDO manager’s incentives to select high-quality assets for the CDO, to engage in costly enforcement of covenants and other restrictions o ...
Is it Still Worth Investing in Bonds
Is it Still Worth Investing in Bonds

... Another important reason to invest in bonds is the regular income they provide. The interest payments an investor receives on a bond, called coupons, are a fixed amount, rather than being paid at a company’s discretion like dividends on shares. ...
Course FM Manual by Dr. Krzysztof Ostaszewski, FSA, CERA, FSAS
Course FM Manual by Dr. Krzysztof Ostaszewski, FSA, CERA, FSAS

... • Mandatory convertible bonds – on page 26 of the manual, at the end of the first paragraph, after the definition of a convertible bond, add this: A convertible bond that actually must be converted, either on a specified date, or by that date, is called a mandatory convertible. Mandatory convertible ...
File - The Mortgage Collaborative
File - The Mortgage Collaborative

... Core Principles To Ensure Affordable And Sustainable Homeownership ...
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Collateralized mortgage obligation

A collateralized mortgage obligation (CMO) is a type of complex debt security that repackages and directs the payments of principal and interest from a collateral pool to different types and maturities of securities, thereby meeting investor needs. CMOs were first created in 1983 by the investment banks Salomon Brothers and First Boston for the U.S. mortgage liquidity provider Freddie Mac. (The Salomon Brothers team was led by Gordon Taylor. The First Boston team was led by Dexter Senft).Legally, a CMO is a debt security issued by an abstraction - a special purpose entity - and is not a debt owed by the institution creating and operating the entity. The entity is the legal owner of a set of mortgages, called a pool. Investors in a CMO buy bonds issued by the entity, and they receive payments from the income generated by the mortgages according to a defined set of rules. With regard to terminology, the mortgages themselves are termed collateral, 'classes' refers to groups of mortgages issued to borrowers of roughly similar credit worthiness, tranches are specified fractions or slices, metaphorically speaking, of a pool of mortgages and the income they produce that are combined into an individual security, while the structure is the set of rules that dictates how the income received from the collateral will be distributed. The legal entity, collateral, and structure are collectively referred to as the deal. Unlike traditional mortgage pass-through securities, CMOs feature different payment streams and risks, depending on investor preferences. For tax purposes, CMOs are generally structured as Real Estate Mortgage Investment Conduits, which avoid the potential for ""double-taxation.""Investors in CMOs include banks, hedge funds, insurance companies, pension funds, mutual funds, government agencies, and most recently central banks. This article focuses primarily on CMO bonds as traded in the United States of America.The term ""collateralized mortgage obligation"" technically refers to a security issued by specific type of legal entity dealing in residential mortgages, but investors also frequently refer to deals put together using other types of entities such as real estate mortgage investment conduits as CMOs.
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