Questions tagged [ftp]

Funds Transfer Pricing (Banking)

Filter by
Sorted by
Tagged with
0 votes
0 answers
30 views

How Zero Discount factors are calculated in Oracle and Wellstreetprep?

I've some inquiries that may be naive related to ZDF. I have got a look at those two resources for zero discount factors: Oracle - Zero Discount Factors Wallstreetprep - Discount Factor ...
user's user avatar
  • 1
2 votes
0 answers
83 views

Relationship between FTP curve and FVA (Funding Value Adjustment) [closed]

By any way, does anyone know the relation of FTP curves constructed in bank to FVA (Funding Value Adjustments). It'll be good if anyone could share some references here! Thanks!
Benedict's user avatar
  • 326
0 votes
1 answer
60 views

How to calculate the Funding Benefit of Equity for a profitability or FTP calculator for a credit union

I am creating a RAROC/FTP model for different loan types on a credit union balance sheet. I am stuck on how to calculate the funding benefit of equity that would be netted out of my cost of funds ...
George's user avatar
  • 1
11 votes
2 answers
520 views

LIBOR replacement in client products and prospective pricing

I am asking whether the industry, or single banks, have made up their minds already on how to replace the 'missing' interbank risk compensation component in their variable rate credit products when ...
Kermittfrog's user avatar
  • 6,554
-2 votes
2 answers
935 views

Where can I download a list of all stocks traded on NYSE, AMEX, NASDAQ that includes dividend and dividend yield information [duplicate]

Looking for a site I can download common stock information that includes dividend information as well as price. I see reference to NASDAQ stock screener but I don't see that information there.
Thomas Ash's user avatar
2 votes
1 answer
283 views

Create 10-K Filing Database

I am finance grad student, and working to create a financial statement database. My objective is to download an income statement, balance sheet, and statement of cash flows for every publicly traded ...
Clay's user avatar
  • 123
1 vote
2 answers
226 views

Where to get master list of mutual funds?

I cant seem to find a straight answer anywhere on Google for this. I would like to create a master list of all known mutual funds and their ticker symbol. Is it possible to get this data from Edgar'...
bendud's user avatar
  • 13
3 votes
0 answers
652 views

"Stable-Floating" model for non-maturing deposit for FTP purpose

Non-maturing deposits (NMD) is a deposit without maturity date. The deposit rate is normally low. Banks could adjust the rate at any time. The customer can withdraw without penalty, however, in real ...
athos's user avatar
  • 2,231
2 votes
2 answers
3k views

Reading XBRL Data from the SEC FTP SITE

After I ftp into the SEC Edgar site (ftp.sec.gov) I am able to pull the appropriate financial statements (i.e., 10-k, 10-q, 8-k, etc.) onto my local computer. However, when I go to open these files, I ...
user7360's user avatar