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Scaled with duration


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19:19 Jan 27, 2012
English to German translations [PRO]
Bus/Financial - Finance (general)
English term or phrase: Scaled with duration
Anlagerichtlinie einer Fonds-Verwaltungsgesellschaft:
Proxy hedging is generally not permitted. Proxy hedging is the partial or complete counterbalancing of derivative exposures with securities that are traded in different markets and currencies.
An exception to this rule can be granted for individual funds. If a fund is permitted to engage in proxy hedging the following additional netting schemes may be applied:
• netting between fixed income derivatives and a diversified portfolio of bonds or money market instruments that is highly correlated with the underlying of the derivative. Exposures of fixed income derivatives and of the counterbalancing fixed income portfolio *must be scaled with duration*

Mir macht der Ausdruck "scaled with duration" Probleme.
Mein Versuch soweit, aber nur geraten, was "scaled with duration" betrifft: "Aufrechnung von festverzinslichen Derivaten mit einem diversifizierten Portfolio von Anleihen oder Geldmarktinstrumenten, das mit dem Basiswert des Derivats hoch korreliert. Engagements in festverzinsliche Derivate und in das gegenläufige festverzinsliche Portfolio *müssen die gleiche Duration aufweisen*."
Gabriele Schuster


Summary of answers provided
3aufeinander abgestimmte Duration aufweisen
Rita Utt
Summary of reference entries provided
Lasting gedauert
spielenschach1

Discussion entries: 1





  

Answers


20 hrs   confidence: Answerer confidence 3/5Answerer confidence 3/5
scaled with duration
aufeinander abgestimmte Duration aufweisen


Explanation:
siehe Diskussion

Rita Utt
France
Local time: 10:00
Meets criteria
Specializes in field
Native speaker of: Native in GermanGerman
PRO pts in category: 23
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Reference comments


3 hrs
Reference: Lasting gedauert

Reference information:
http://www.google.pt/#sclient=psy-ab&hl=pt-PT&source=hp&q=la...
http://www.linguee.com/english-german/search?query=scaled wi...

spielenschach1
Portugal
Does not meet criteria
Native speaker of: Native in PortuguesePortuguese
PRO pts in category: 4
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