<t>Hello,Why are partial convexities not generally calculated in risk reports ? I see partial durations and a single convexity number.I was trying to estimate risk at each tenor and was looking for partial cnvxty. Just trying to understand why partial cnvty is not needed or does not make sense.regar...

<t>Thank you both. Sincere apologies for the delayed response. The points you mention help me forecast future cashflows for the business. If I wanted to discount these cashflows what discount rate should I use? for e.g. if I were to discount debt of a company I would use the current funding curve et...

<t>HelloI am looking for some ideas on how to think about valuation of credit card portfolios. Would appreciate ideas on how to think about them.The cash flows in a card portfolio I believe are1. Customer principal and interest rate payments. Inflow2. Card fees - inflow.3. Service cost - outflow.Wha...

Dantas,Thank you very much.Just to confirm ACE and ACC only differ in that one is pre-shipment and other is post shipment ?RegardsShankar

<t>Dantas,thanks.> As the bank is funded in foreign currency and has the rights over the goods the bank hedged the FX exposure.Why do you say bank is funded in fgn currency ? Are you saying central bank gives Dollar funds to local banks - who provide the local currency converted from $ funds.Now whe...

<t>Thanks Dantas,I am not sure how thw fx exhange contract plays a role here.I beleieve exporter will receive fgn exhange after shipment but will need to be funded in local currency today. So what is the agreement between bacnk and exporter ? Does the exporter do a fgn ccy contract with bank in braz...

Hi,1. Adiantamento sobre Contrato de Câmbio ? ACC2. Advance on Exchange Contracts Adiamento sobre Cambiais Entregues ? ACEWhat is it regards

Hi,Can someone please tell me how the ACC and ACE trade financing deals are structured. What is the risk in these types of deals. I did not understand much by googling.Any idea on structure and risk greatly appreciated.regards

Thanks David. appreciate your reply.regards

Hi,I am new to this and trying to understand what is done to convert a ccar scenario which is in terms of economic view into market yield curve scenarios.I could not find any material on this any brief idea appreciated.regards

Hi,I am looking to build/demo a product. I am looking for tools that will help me develop a prototype in ipad or andriod . I have the screens drawn out in detail. Please let me know if you any info on this.regards

David,Thanks for the replies. I have been following this topic and am very interested in deposit pricing and fund transfer pricing topics, hence your replies are greatly appreciated. I will read more and come back - I need to ask my CRO what he does at the ALCO's myself....

<t>My understanding of FTP is just the rates assigned to deposits and rates assigned to loans and the spread in between makes profit for the bank . Is there more to this topic ? I have read about incorrect FTP implementations !What is an example of a bad ftp implementation.Really appreciate if someo...

<t>Hi,I have a bond in a test portfolio - in which I want the outstanding notional to be dependent on the rate path. I looked at amortising swaps to get some idea, in the case of bonds, I know the the amortising rate can be defined to be date dependent i.e on given days the outstanding notional is c...

thanks, I should have expressed clearly.imagine a callable swap of 5 years which can be exercised on each of the coupon payment dates. How best or is it even possible to find out the exact date on which it will be exercised.