One year constant maturity history

    • [DOC File]A History of Discount Rates and Their Use by …

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      6. Treasury yields to maturity for one year notes minus one year expected inflation as calculated by Thies, for business expectations of buying and selling price inflation. The rates shown in Table 7 vary from 2.09 to 5.82%. The 2.09% real rates result from use of the Livingstone poll.

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    • [DOC File]Interest Rate Risk of Corporate Bonds

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      Dec 06, 2006 · Maturity date is the date on which a dept becomes due for payment [5]. Spread level is the extra yield a bond gives above a government bond with the same maturity date. A larger OAS implies a greater return for greater risks [6]. For one of the models the bonds were divided into maturity/spread buckets in the following way.

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    • [DOC File]Appendix A - HUD

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      We use the ratio of the ten-year Constant Maturity Treasury yield to the one-year Constant Maturity Treasury yield to measure the slope of the Treasury yield curve. Burnout Factor. A burnout factor is included to identify borrowers who have foregone recent opportunities to refinance.

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    • [DOC File]NAIC

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      The stress test is the percent change in the market value of the asset portfolio, derivative positions, and if the guaranteed index is based on interest rates, the liabilities. The stress test is based on the 95th percentile interest rate change over one year. For the five-year constant maturity treasury, this statistic is 197 basis points.

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    • [DOC File]Chapter 11

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      24. Assume a one-year T-Bill is currently yielding 5.5 percent, and a AAA-rated discount bond with similar maturity is yielding 8.5 percent. a. If the expected recovery from collateral in the event of default is 50 percent of principal and interest, what is the probability of repayment of the AAA-rated bond? What is the probability of default?

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    • [DOC File]4235 - HUD

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      Nov 18, 1994 · Securities rate adjusted to a constant maturity of one year, plus a margin which is the same as the margin used to. determine the expected average mortgage interest rate. 2)The lender must offer a rate that adjusts annually (with a. 2% annual cap and a 5% lifetime cap), but may also offer a. rate that adjusts monthly (with only a lifetime cap

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    • [DOC File]CHAPTER 3

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      9-18 (a) Growth rate at the end one year: Growth rate at the end of two years: (b) Current dividend yield = $1.05/20 = 5.25% ... In the constant growth case, we assume the firm’s dividend per share will grow at a constant rate for a definite period of time. ... it has a maturity of one year * (d) both (a) and (b) ...

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    • [DOC File]PRACTICE QUESTIONS Background Chapters 1-5

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      59. The Total Return on a bond purchased for $1000 that pays interest of $90 during the year and is sold for $900 at the end of one year is . a. -1%. b. 10%. c. -10%. d. 1%. 60. The Geometric Mean Return is. a. typically equal to or greater than the arithmetic mean. b. used to measure the standard deviation of …

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    • [DOCX File]legis.maine.gov

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      A. For purposes of this subsection, "one-year United States Treasury bill rate" means the weekly average one-year constant maturity Treasury yield, as published by the Board of Governors of the Federal Reserve System, for the last full week of the calendar year immediately prior to the year in which prejudgment interest begins to accrue.

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    • [DOC File]Quiz 1: Fin 819-02

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      A) The dividends are growing at a constant rate g forever. B) r > g . C) g is never negative. D) Both A and B . E) None of the above. Answer: D. 4. Casino Co. is expected to pay a dividend of $6 per share at the end of year one and these dividends are expected to grow at a constant rate of 8% per year forever.

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