Once CME CORE is selected as a CCP, the below screen will show the CME initial margin amount in USD. Users have the option to display initial margin in different currencies by …

In the top left hand portion, you will find fair value leveling information based on market consensus leveling rules created by Bloomberg, where securities are categorized as Level 1, 2 or 3 based …

Search and select current and historical data for 42 currencies and nearly 100 curves. Monitor swap rates and spreads to governments for virtually any market — all from one convenient …

BVAL details and explains every step in the valuation process and provides insight into the data inputs and algorithmic methodologies used so firms can justify all aspects of how pricing...

Mar 15, 2022 · I would like to ask about discount rates calculation algorithm by Bloomberg terminal. In the image above is possible to notice the discount rate for each term. The short …

This methodology (the “Methodology”) has been made available by Bloomberg Index Services Limited (“BISL”) and sets out the rules, criteria, risk factors and other information application to …

Here we have compiled a list of what we believe are the most common and important functions, keystrokes, and shortcuts to know on the Bloomberg Terminal, inside out.

Step Three – the Observed Comparables methodology uses direct observations on comparable bonds to derive a relative value price for the Target Security when observable market data on …

Nov 11, 2020 · I'm trying to figure out how the ICVS function works in Bloomberg. Let say I need to extract the OIS Euro Yield Curve (ICVS 133) as I need to price a simple fixed rate bond.

Prices of index bonds in the GFI Indices are gathered from BVAL, Bloomberg's securities valuation services. BVAL provides credible, transparent and defensible valuations across a …