What happens when a coupon is paid on bond collateral during the term of a classic repo?
A customer gives you GBP 25,000,000.00 at 0.625% same day for 7 days.
Through a broker, you place the funds with a bank for the same period at 0.6875%.
Brokerage is charged at 2 basis points per annum.
What is the net profit or loss on the deal?
Your agent bank accepts your back-valuation request for 1 day on an amount of EUR 50,000,000.00. EONIA is 0.375% and the ECB marginal lending facility rate is 1.50%. Applying conventional administration fees, how much will this be charged?
The Market Segmentation hypothesis suggests that the yield curve bends at some point along its length because:
Between which departments are clear and structured escalation procedures required for the management of incorrect funding balances?
You buy a 30-day 4% CD with a face value of GBP 20,000,000.00 at par when it is issued. You sell it in the secondary market after 10 days at 4.05%.
What is your holding period yield?
When constructing a gap report, how would a EUR 25,000,000.00 long position in 6x12 FRA be categorized?
TESTED 23 Feb 2025
