Questions tagged [ftp]
Funds Transfer Pricing (Banking)
9 questions
11
votes
2
answers
537
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 ...
- 7,140
3
votes
0
answers
688
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 ...
- 2,231
2
votes
1
answer
291
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 ...
- 123
2
votes
2
answers
235
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'...
- 23
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 ...
- 21
2
votes
0
answers
132
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!
- 346
0
votes
1
answer
100
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 ...
- 1
0
votes
0
answers
32
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
...
- 1
-2
votes
2
answers
1k
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.