<t>Has anyone experience of Fund transfer pricing not based on wholesale cost of funding (ie benchmark+own credit spread) ?Also how woudl you you calculate the FTP for invest banking unit? For instance would you charge the unit with overnight rate while it is dealing with negative basis trades? True...

Thanks Redhed99,unfortunately I have to forecast the rates within a year or so from nowIf you have other ideas are welcome :-)Thanks

Cost of issuing bonds with a maturity between 1y and 10YThanks in advance

I have to forecast a company cost of fundingGiven that I do not have experience with interet rate models how would deal with the matter?Thanks in advance

<t>Thanks Aaron,actually my problem is the reverse. I am trying to fund my assets with a puttable bonds to lower the cost of funding which has reached its highs for €So I guess I should set the expiration at the first date when the put option can be exercised (i.e. end of lockout period)Maybe I woul...

Can anyone help with traeting the liquidity rik of a puttable bond?How would you compute its expiration? Does it change over time?Thanks in advance

Can anybody tell me how to slot a puttable bond into a liquidity ladder?That is to say how to treat the liquidity risk of a puttable bondThanks in advance

Can anyone explain what a band swap is and how is used?Thanks in advance

Can someone explain how to hedge a participation in foreign currency?Thanks in advance

Does anybody know how to hedge a participation in foreign currency?Thanks in advance

<t>I am totally new in the field. So sorry for the following questionsSome parctitioners use the differential equation (not the solution) to simulate the path. Is that normal? Can´t follow if the S used to estimate the parameters are real observations or the outcome of the simulations. Calibration s...

I must say am new to the field and I'd much appreciate if you can direct me to a very basic, step by step exampleFrom calibration up to to the loger term rate production

By the way...can anybody explain how is possible to get the entire term structure from the Vasicheck model?Thanks in advance

I need a info and quote serviceWhat is best in your opinion: Reuters or Bloomberg?Thanks in advance

Simply speaking negative interest rates are logically impossible. So the model is inconsistent