Page 32 - 次貸風暴下的省思－解開CDS及CDO密碼

戊 銀行 按 照 前 述 浮 動利率 條 件 支 付 利 息 給 庚 銀行，每隔 三 個 月重 設 一次利率。

此交易中 庚 銀行並無 CB 之所有權，交易期間 若 發生合約所 載 之信用事 件 ，
4 。
案
承擔損失。本
銀行
必須
其他相關的交易
表
1-3
如
條
件
庚

Effective Date: February 10, 2003
Y
Lender Bank
Borrower X Bank (Singapore) Limited
T
ermination Date: August 10, 2004
Notional Amount: USD 10,000,000
Business Day: Singapore, New York, and London
Business Day Convention: Modified Following
Amounts payable by the Counterparty:
Payment Dates: Commencing on May 12, 2003 and thereafter each
February 10, May 10, A ugust 10 and November 10
up to and including the Termination Date
Floating Rate Option: USD-LIBOR-BBA
Designated Maturity: 3 months
Spread: 300 per cent. Per annum
Floating Rate Day Count Actual/360

24