Translation of "total rate-of-return swap " (English → French) :

total-rate-of-return swap [ TRORS | total rate-of-return swap | total rate of return swap | total return swap ]

total rate of return swap | total return swap | TR swap | TRORS [Abbr.] | TRS [Abbr.]

total rate of return swap | TROR swap

total rate of return swap | TROR swap

Depending on their category, firms should start reporting at different stages from 12 to 21 months after the entry into force of the relevant regulatory technical standards; Second, investment funds will have to start disclosing information on the use of SFTs and total return swaps to investors in their regular reports and in their pre-contractual documents from the entry into force of the Regulation, while the existing funds will have 18 months to amend them; and Finally, the Regulation introduces some minimum transparency conditions that should be met on the reuse of collateral, such as disclosure of the risks and the need to grant p ...[+++]rior consent.

(a) the weighted average of the effective yield on all outstanding debt instruments, including promissory notes, issued by the Province during the 12-month period immediately preceding the date of calculation of the rate of return referred to in subsection 247(2) of the Act adjusted for the effect of any debt swap arrangements in effect during that period; or

Total return swaps: A total return swap is an agreement in which one party (total return payer) transfers the total economic performance of a reference obligation to the other party (total return receiver).

a long cash position is hedged by a total rate of return swap (or vice versa) and there is an exact match between the reference obligation and the underlying exposure (i.e., the cash position).