As the trust bank has transferred all the exiting credit and market risk in its banking account by executing a credit derivative transaction or total rate of return swap, risk in its banking account is limited to the counterparty risk of its swap transaction, S&P said.
What does TRORS stand for?
TRORS stands for Total Rate of Return Swap
This definition appears somewhat frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
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- Total Rate of Return (investment calculation)
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Samples in periodicals archive:
acting as the total rate of return swap counterparty.
CHAPTER 3: Credit Derivatives and Total Rate of Return Swaps.
His background includes experience in all equity strategies including OTC options, conversions, total rate of return swaps, variance swaps, volatility arb, convertible/cap structure arbitrage, long/short stat arb and single-name credit derivatives.
In this course, you will explore: - the fundamentals of credit derivatives and the different types available in the market - the legal and regulatory issues surrounding the use of credit derivatives - the methods used to price credit derivatives - the structure, application and valuation of credit default swaps, total rate of return swaps, credit-linked notes, credit spread options, basket default swaps and synthetic CDOs - the use of arbitrage to exploit mispricings between a company's equity and debt instruments Prerequisite Knowledge A good understanding of fixed income and derivatives is assumed.
A summary of banking fee and other income is shown in the following table: [TABLE OMITTED] As HWFG reduced the investment and total rate of return swap portfolio in 2006, it realized net gains from sales and expiring total rate of return swaps of $411 thousand in 2006 compared to $936 thousand in 2005.
30, 2005 and provides investors leveraged exposure to a diversified portfolio of high yield senior loans utilizing a total rate of return swap with Citibank, N.
Boston Light SERVES provides investors with leveraged exposure to diversified portfolio of high-yield loans, and utilizes a total rate of return swap between the SERVES trust and Bank of America, N.