Form Pf - Reporting Form For Investment Advisers To Private Funds And Certain Commodity Pool Operators And Commodity Trading Advisors Page 36
ADVERTISEMENT
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64Page 25 of 43
Form PF
Information about qualifying hedge funds that you advise
(to be completed by large private fund advisers only)
Section 2b
Risk free interest rates (changes represent a parallel shift in the yield curve):
Risk free interest rates increase 25bp ........................
Risk free interest rates decrease 25bp .......................
Risk free interest rates increase 75bp ........................
Risk free interest rates decrease 75bp .......................
Credit spreads:
Credit spreads increase 50bp .....................................
Credit spreads decrease 50bp ....................................
Credit spreads increase 250bp ...................................
Credit spreads decrease 250bp ..................................
Currency rates:
Currency rates increase 5% .......................................
Currency rates decrease 5% ......................................
Currency rates increase 20% .....................................
Currency rates decrease 20% ....................................
Commodity prices:
Commodity prices increase 10% ...............................
Commodity prices decrease 10% ..............................
Commodity prices increase 40% ...............................
Commodity prices decrease 40% ..............................
Option implied volatilities:
Implied volatilities increase 4 percentage points ......
Implied volatilities decrease 4 percentage points ......
Implied volatilities increase 10 percentage points ....
Implied volatilities decrease 10 percentage points ....
Default rates (ABS):
Default rates increase 1 percentage point ..................
Default rates decrease 1 percentage point .................
Default rates increase 5 percentage points ................
Default rates decrease 5 percentage points ...............
Default rates (corporate bonds and CDS):
Default rates increase 1 percentage point ..................
Default rates decrease 1 percentage point .................
ADVERTISEMENT
0 votes
Related Articles
Related forms
Form Adv (paper Version) - Uniform Application For Investment Adviser Registration And Report By Exempt Reporting Advisers
Legal
Form Sec 1707 - Uniform Application For Investment Adviser Registration - Securities And Exchange Commission
Legal
Form Cja 7 - Order Terminating Appointment Of Counsel And/or Authorization For Distribution Of Available Private Funds
Legal
Form R -1303 - Application For Sales Tax Exemption Certificate For Nonprofit Organizations That Provide Funding And Training To Blind Persons-revised Statute 47:305.15(b)
Financial
Form Dvat 16a - Return To Be Furnished By A Casual Trader - Delhi Department Of Trade And Taxes
Financial
Related Categories
Parent category: Legal