Financial Services and Information Technology Lab What were the bond prices on trade date and settlement date? Which one would you use to calculate the REPO and why? What is the accrued interest in dollar amount on settlement date? What is the duration of the REPO? What is the market value of your collateral on […]
How much money you can make/lose per 1bpv on your 1,000,000 Euro position on settlement date: 11/16/2021?
ASSIGNMENT How much money you can make/lose per 1bpv on your 1,000,000 Euro position on settlement date: 11/16/2021? Problem 6. Use the RRRA and other relevant functions in Bloomberg to answer the following questions assuming that you would use the US government bond listed below as collateral (20p) BOND INFORMATION CUSIP 912810QZ4 ISIN US912810QZ49 MATURITY […]
Discuss the moral hazard problems that may arise in these programs and discuss the problems with the quality of the collateral.
Internet Topics Provide the article title and author for any article you read. Remember the aim of this assignment is to acquaint you with some sources of information available on the Internet. Federal Reserve’s Balance Sheet: Go to www.federalreserve.gov/releases/h41/current/h41.pdf to see a recent balance sheet statement for the Federal Reserve System. (a) During the financial […]