1265 résultats

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• The impact of central clearing on the market for single-name credit default swaps / Mohamed-Ali Akari [et trois autres]

  Akari, Mohamed-Ali, auteur

  Montréal (Québec) Canada : CIRRELT, Centre interuniversitaire de recherche sur les réseaux d'entreprise, la logistique et le transport, May 2018

  ] Bongaerts, D., De Jong, F., & Driessen, J.(2011) “Derivative pricing withiquidity risk: Theory and evidence from the credit default swap market.” The Journal of Finance, 66(1), 203-240.19 The Impact of Central Clearing on the Market for Single-Name Credit Default Swaps CIRRELT-2018-20 [7] Brigo, D., & Chourdakis, K.(2009

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• The CDS-bond basis : negativity persistence and limits to arbitrage / Sahar Guesmi [et trois autres]

  Guesmi, Sahar, auteur

  Montréal (Québec) : CIRRELT, November 2019

  credit default swaps.Journal of Futures Markets, 32, 4, 301-329.Blanco, R., Brennan, S., Marsh, I.(2005).An empirical analysis of the dynamic relation between investment-grade bonds and Credit Default Swaps.Journal of Finance, 60, 2255-2281.Boyarchenko, P., Gupta, P., Steele, N., Yen, Y.(2016).Trends in credit market

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• La restructuration financière de Papiers White Birch et les enjeux pour l'usine Stadacona de Québec

  Québec : Alliance de recherche universités-communautés (ARUC) - Innovations, travail et emploi, Université Laval, 2013

  àeur expertise conseil afin de dénicher du financement additionnel9.7 Pour se financer,e holding recourt à des swaps.Il s’agit d’un produit dérivé financier, à savoir un contrat d’échange de flux financiers entre deux parties, qui sont généralement des banques ou des institutions financières (Swap (fi- nance), 2012, 23 août).8

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• Nouvelles de l'Assemblée des gouverneurs

  Février | 2015

  Québec (Québec) : Université du Québec, Secrétariat général, 2009-

  à départ différé, poura période du mois de novembre 2027 au mois de novembre 2037, concernant’emprunt àong terme obtenu en 2011 poure financement du projet des résidences étudiantes – phase IV qui viendra à échéance en 2027.Ce swap a été négocié par’intermédiaire du ministère des Finances du Québec et a été approuvé

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• Operational report Financement-Québec

  2002-2003

  Québec : Ministère des finances, 2003]-

  be attached to this subsidy as security against the repayment of theoans it makes. Exchange risk Financement-Québec's debt management policy consists in incurring no exchange risk.Borrowings in foreign currencies are accompanied by a currency swap contract into Canadian dollars. Interest risk Financement-Québec

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• Operational report Financement-Québec

  2003-2004

  Québec : Ministère des finances, 2003]-

  exchange risk.Borrowings in foreign currencies are accompanied by a currency swap contract into Canadian dollars.• Interest risk Financement-Québec manages interest risk using matching methods such as those used by financial institutions for their intermediation activities, thusimiting the Corporation's exposure to

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• Operational report Financement-Québec

  2004-2005

  Québec : Ministère des finances, 2003]-

  a movable hypothec without delivery in its favour be attached to this subsidy as security against the repayment of theoans it makes.• Exchange risk Financement-Québec's debt management policy consists in incurring no exchange risk.Borrowings in foreign currencies are accompanied by a currency swap contract into Canadian

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• Operational report Financement-Québec

  2005-2006

  Québec : Ministère des finances, 2003]-

  currencies are converted by a currency swap contract into Canadian dollars.• Interest risk Financement-Québec manages interest risk using matching methods such as those used by financial institutions for their intermediation activities, thusimiting the exposure of the Corporation’s assets andiabilities to fluctuations in

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• Bulletin mensuel de la Chambre de commerce française au Canada

  1994, Quatrième trimestre

  Chambre de commerce française au Canada

  Montréal : la Chambre, 1931-1935

  au service des sociétés -30 Financement obligataire et SWAP de devises -33 Ingénierie financière et nouveaux modes de financement -34 Votre présence en Amérique du Nord -36 Négocier avec un prêteur -38 Banks and challenges of the New Economy -39 L'acquisition du matin réjouite cœur du pèlerin -40 Société Innovatech du grand

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• Operational report Financement-Québec

  2006-2007

  Québec : Ministère des finances, 2003]-

  date, borrowings in foreign currencies are translated using a currency swap contract into Canadian dollars.Interest rate risk Financement-Québec manages interest rate risk using matching methods such as those used by financial institutions for their intermediation activities, thusimiting the exposure of the Corporation

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• Operational report Financement-Québec

  2009-2010

  Québec : Ministère des finances, 2003]-

  incurring no such risk.Accordingly, on the issue date, borrowings in foreign currencies are translated into Canadian dollars using currency swap contracts.Interest rate risk Financement-Québec manages interest risk using matching methods such as those used by financial institutions for their intermediation activities, thus

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• Operational report Financement-Québec

  2007-2008

  Québec : Ministère des finances, 2003]-

  oans it makes.Exchange risk Financement-Québec’s debt management policy consists in incurring no exchange risk.Accordingly, on the issue date, borrowings in foreign currencies are translated using a currency swap contract into Canadian dollars.Interest rate risk Financement-Québec manages interest rate risk using matching

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• Operational report Financement-Québec

  2008-2009

  Québec : Ministère des finances, 2003]-

  currencies are translated using a currency swap contract into Canadian dollars.Interest rate risk Financement-Québec manages interest rate risk using matching methods such as those used by financial institutions for their intermediation activities, thusimiting the exposure of the Corporation’s assets andiabilities to

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• A dynamic programming approach for pricing CDS and CDS options

  Ben-Ameur, Hatem

  Montréal : GERAD HEC Montréal, 2006

  Studies, 12:197–226, 1999. Darrell Duffie and Kenneth J. Singleton. Economic model of the term structure of interest rate swap yields. Journal of Finance, 52:1287–1321, 1997. Darrell Duffie, Jun Pan, and Kenneth Singleton. Transform analysis and asset pricing for affine jump-diffusions. Econometrica, 68:1343–1376, 2000

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• Operational report Financement-Québec

  2001-2002

  Québec : Ministère des finances, 2003]-

  .Borrowings in foreign currencies are accompanied by a swap contract in Canadian dollars.• Interest risk Lastly, Financement-Québec manages the reinvestment risk arising fromoans made from amounts received as repayment of the principal of otheroans.This risk is managed with methods and tools used by financial institutions for

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• Default and liquidity regimes in the bond market during the 2002-2012 period / Georges Dionne, Olfa Maalaoui Chun

  Dionne, Georges, 1950- auteur

  Montréal (Québec) : CIRRELT, 2013

  Liuren Wu (2011) ’Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure,’ Review of Finance, Advance Access Publication, 1-39 [26] Chiaramonte, Laura, and Barbara Casu (2012) ’The Determinants of Bank CDS Spreads: Evidence from the Financial Crisis

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• Operational report Financement-Québec

  2010-2011

  Québec : Ministère des finances, 2003]-

  dollars using currency swap contracts.Interest rate risk Financement-Québec manages interest risk using matching methods such as those used by financial institutions for their intermediation activities, thusimiting the net exposure of its assets andiabilities to fluctuations in interest rates, in accordance with the

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• Operational report Financement-Québec

  2020-2021

  Québec : Ministère des finances, 2003]-

  , maturities and interest rates onoans made by the Corporation are, with a few exceptions, identical to those of borrowings and advances contracted for this purpose, taking into consideration any interest rate swap contracts.Financement-Québec Financial Statements 38 2020-2021 6.Borrowings and Advances Summary (thousands of

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• Operational report Financement-Québec

  2011-2012

  Québec : Ministère des finances, 2003]-

  date, borrowings in foreign currencies are translated into Canadian dollars using currency swap contracts. Interest rate risk Financement-Québec manages interest rate risk using matching methods such as those used by financial institutions for their intermediation activities.It thusimits the net exposure of its assets

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• Societas criticus revue de critique sociale et politique

  Vol. 19, no 11 | 21 novembre 2017 au 14 janvier 2018 | 2017 - Volume 19

  Montréal : M. Handfield], 1999-

  /torstar-postmedia-swap-newspapers- postmedia-151407271.html https://ca.finance.yahoo.com/news/torstar-postmedia-swap-newspapers-postmedia-151407271.html https://ca.finance.yahoo.com/news/torstar-postmedia-swap-newspapers-postmedia-151407271.html https://fr.wikipedia.org/wiki/Critique_de_la_facult%C3%A9_de_juger http://www

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