Examples of U.S. GSE securities in a sentence
For balances previously funded using U.S. GSE securities or U.S. Treasury securities, the discount rate on the date of funding shall be used for calculating the present value of this portion of the reserve.
A blended rate computed from the various U.S. GSE securities or U.S. Treasury securities selected by the licensee for which quotes are obtained at least three times a month.
This matter is proceeding.U.S. Government Sponsored Enterprise (“GSE”) Related Investigation The DOJ has requested information from us and reportedly other financial institutions regarding U.S. GSE securities trading practices.
A further special feature of the U.S. LCR is the recognition of certain securities issued by government sponsored enterprises (GSEs) as Level 2A liquid assets.19 However, U.S. GSE securities included in the Level 2A classification are in general subject to a 15 percent haircut and are included in the 40 percent limitation for Level 2 assets within total HQLA assets, even though they have consistently traded in very large volumes and have remained highly liquid during times of stress.
Securitization opens up new sources of funding such as from domestic pension funds and mutual funds, as well as from foreign investors including foreign central banks who hold US GSE securities.
Within ten (10) days of funding the periodic payments for prizes won or awarded and where U.S. GSE securities or U.S. Treasury securities are used as the approved funding source, the licensee shall submit written notification to the Executive Director that identifies the name(s) of the financial institution or brokerage firm that was selected to maintain the securities.
These agreements were collateralized by U.S. GSE securities and U.S. Treasury notes with a book value of $33,275,039 and $40,625,821 and a fair value of $33,235,708 and $40,886,059 at December 31, 2013 and 2012, respectively.
The agreements are collateralized by U.S. GSE securities owned by the Bank, which as of December 31, 2012, had a carrying value of approximately $25,159,000.
At December 31, 2012, there were eight U.S. GSE securities and one U.S. Government security in the investment portfolio that were in an unrealized loss position compared to 21 U.S. GSE securities and one U.S. Government security at December 31, 2011.
This seems inconsistent with the recent decision of certain Prudential Regulators to “recognize U.S. GSE securities as highly liquid instruments that trade in deep and active markets by including them as a level 2A liquid asset” in the final rule implementing the liquidity coverage ratio (“LCR”) standard established by the Basel Committee on Banking Supervision.