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administrador de categoría superior del derivaties and structured products group and fixed-income portfolio manager, banco mundial, washington, d.c.
senior manager of the derivatives and structured products group and fixed-income portfolio manager, world bank, washington, d.c.
Last Update: 2016-11-30
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el desarrollo de los mercados de bonos en américa latina y el caribe the fixed-income market in uruguay propuestas seleccionadas marzo 2005 la red de centros de investigación de américa latina y el caribe
the development of latin-american bond markets the fixed-income market in uruguay selected proposals march 2005 the latin american and caribbean research network
Last Update: 2018-02-13
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el desarrollo de los mercados de bonos en américa latina y el caribe the fixed-income market in uruguay borrador final no editado marzo 2005 la red de centros de investigación de américa latina y el caribe
the development of latin-american bond markets the fixed-income market in uruguay non-edited final draft march 2005 the latin american and caribbean research network
Last Update: 2018-02-13
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la ponencia corrió a cargo del dr. jesper andreasen, head of fixed income quantitative research, bank of america, y versó sobre la modelización de la liquidez y la retroalimentación en coberturas dinámicas.
the talk was given by dr. jesper andreasen, head of fixed income quantitative research, bank of america, who will talk about the modelling of liquidity and the feedback in dynamic coverage.
Last Update: 2018-02-13
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cartera de negociación b3“global fixed income” . . . . . . . . . . . . . . . . . .cartera operacional disponible para la venta . . .
operational portfolio available for sale . . . . .securitised loans (note d) . . . . . . . . . . . . . . .
Last Update: 2014-02-06
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la ponencia fue a cargo del dr. martin baxter, director quantitative research, fixed income division (nomura international, londres) y versó sobre la inadecuación de los modelos matemáticos en el epicentro de la crisis crediticia provocada por la crisis de las hipotecas subprime.
the talk was given by dr. martin baxter, director quantitative research, fixed income division (nomura international, london) who spoke about the unsuitability of mathematical models in the epicentre of the credit crisis caused by the crisis of sub-prime mortgages.
Last Update: 2018-02-13
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cf. por ejemplo la página 9 del ya mendionado informe de goldman sachs del 22 de julio de 2002: «si estas obligaciones retrocediesen del rango de inversión del mercado de rentabilidad fija al rango especulativo, es decir de alto rendimiento, inundarían el mercado europeo actual de obligaciones de rendimiento elevado (…) [y] creemos que para los inversores europeos sería difícil absorber la totalidad de las obligaciones de france télécom». ( ‘if these bonds moved from the investment grade segment of the fixed income market, to “junk”, i.e. high yield, they would swamp the current european high yield market(…) [and] we believe it would be difficult for the existing european investor base alone to absorb all france telecom bonds ’.)
see, for example, p. 9 of the above-mentioned report by goldman sachs of 22.7.2002: ‘if these bonds moved from the investment grade segment of the fixed income market, to “junk”, i.e. high yield, they would swamp the current european high yield market … [and] we believe it would be difficult for the existing european investor base alone to absorb all france telecom bonds ’.
Last Update: 2014-11-05
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