3-month Treasury Bill (T-bill)三个月期国库券 |
a t interest rate一系列的利率 |
ast-backed collateralized debt obligations资产支持抵押债务证券 |
ast-backed curities资产支持证券 |
breaking the buck基金价格跌破净资产 |
British Bankers’Association (BBA)英国银行家协会 |
Chicago Mercantile Exchange (CME) 芝加哥商品交易所 |
百度词典发音collateralized debt obligation (CDO) 债务抵押债券 |
commercialpaperrelation是什么意思商业票据 |
corporate notes 中长期公司证券 |
Defaulting risk违约风险 |
Discount Rate 贴现率 |
Eurodollar futures contract欧洲美元期货合约 |
FDIC 联邦存款保险公司 |
federal budget联邦证券 |
federal funds rate 联邦基金利率 |
LIBOR伦敦银行间同业拆借利率 |
Liquidity Risk Premium (LIBOR-OIS) 流动性风险溢价 |
money market accounts 货币市场账户 |
money market funds 货币市场基金 |
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money market funds 货币市场基金 |
mortgage-backed curities按揭支持证券 |
mutual funds共同基金 |
negotiable certificates of deposit (CDs) 可转让定期存单 |
Overnight Index Swaps (OIS)隔夜指数掉期 |
Post-bubble Japan 日本后泡沫时期 |
quantitative easing量化宽松 |
repo market 回购市场 |
Rerve Primary Fund一级储备基金 |
savings account 储蓄账户 |
condary market 二级市场 |
short-term municipal curities短期市政证券 |
Short-term uncured loans短期无担保贷款 |
T-bill 短期国库券 |
TED spread 泰德利差 |
tranches=prioritized capital structure of claims 债权资本结构的优先层级划分 |
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1、what is the quantitative easing in the form of ?量化宽松政策形式是什么
To increa rerves and expand the Fed balance sheet is a form quantitative easing.
增加储备并扩大联邦资产负债表是量化宽松政策的形式。
2、what is LIBOR?
LIBOR is an acronym for “London InterBank Offered Rate”. This is the average interest rate that banks charge when they make short-term uncured loans to other banks.
3、which institution/agency calculate and publish LIBOR rate? LIBOR的发布机构和计算方式？
The British Bankers’Association survey 16 major banks in London and find the average of the reported rates from this 16 banks. Then they discard the top four rates and the bottom four rates and averages the rates form the remaining banks to come up with a LIBOR.
4、what does a rising LIBOR tell us?
あいりみくa rising LIBOR tell us two things.(1)The interest rates in general are rising and so LIBOR is also rising.(2)The defaulting risk in the market is high and therefore LIBOR is rising.
5、what does a falling LIBOR tell us?
(1)The interest rates in general are falling and so LIBOR is also falling.(2)The defaulting risk in the market is low and therefore LIBOR is falling.
6、Why are Economists Worrying About a Rising LIBOR?
In the midst of the largest financial crisis since The Great Depression, you are probably hearing a lot about LIBOR rising—which is a sign that the global credit markets are izing up becau banks are afraid to loan to each other becau they don't know if the other banks they are loaning to are going to exist next week, let along be able to pay back tho loans.
6、What is the TED spread? /How trumpet是什么意思does it get its name?
The TED Spread got its name from the two financial instruments. “T”is from 3-month Treasury Bill, and “ED”is the ticker symbol for the Eurodollar futures contract on CME.泰德利差由两个金融工具得名，一个是三个月期国库券，另一个是欧洲美元期货合约。
第55届格莱美颁奖典礼7、How to calculate the TED spread?
The TED Spread is equal to the difference between the value of the Eurodollar futures contract and the yield on the 3-month T-bill.
8、What is the Eurodollar ?（欧洲美元是什么）
Eurodollar refers to US dollar denominated asts that are outside the USA.
9、What does the TED spread tell us when it is increasing? （泰德利差增加意味着什么）
When TED spread is increasing, it tells us either the defaulting risk is higher or the stock market is faltering. It also implies the potential economic contraction.
10. What does the TED spread tell us when it is decreasing? （泰德利差减少意味着什么）
中秋节快乐 英语When TED spread is decreasing, it tells us either the defaulting risk is lower or the stock market is good. It also means it is a sign of potential economic expansion.
11.What is the full name of OIS ?
OIS is an acronym for 在线翻译英文overnight interest swaps.美国招生
12. What is the mechanism of OIS in the financial market? OIS的运行机制是什么?what is the machinery of OIS?
OIS involves two types of interest rate. One is overnight interest rate, and the other one is fixed short-term interest rate. Whoever ends up paying less interest will make up the difference to the other institution.
迪士尼英语13. What does an increasing LIBOR-OIS tell us?
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It tells us the Liquidity Risk Premium will be high.
15.What does LIBOR-OIS reflect?反映什么？
It reflects Liquidity Risk Premium.
16.How to calculate OIS?
Overnight index swap rate is calculated each day. This rate is bad on the average interest rate institutions with loans bad on the overnight rate have paid for that day.
