JPMorgan

Financial Analysts, Banks www-alexbrown.db.com www.ml.com jpmorgan.com www.ssmb.com... 

Moorad has over 25 years experience in banking in the City of London and was previ-souly IPO Treasurer at the Royal Bank of Scotland, Head of Treasury at RBS Corporate Banking, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial Products and vice-president in stmctured finance services at JPMorgan Chase Bank. 

Clearstream was previously known as Cedel Bank. Other triparty providers include JPMorgan Chase Bank of New York. 

The authors would like to thank Tim van den Brande, Dorothee Fuhrmann, Sandra Wong, Vicki Lamh, and Ketul Tanna at JPMorgan, and Edwin Noomen at Robeco for their input and constructive review comments. Any errors remain the responsibility of the authors. 

Portfolio Administrator JPMorgan Chase Bank Institutional Trust Services... 

JPMorgan s SUSI index focuses on the largest (issues size >= 400 million) and most liquid issuances in the European subordinated debt market. The SUSI subindices cover Bank Lower Tier II, Banker Upper Tier II, Bank Tier I, Insurance Subordinated as well as Landesbanks Lower Tier II and Tier I. With the exception of the Landesbanks subindices, all SUSI indices are available in and . The composition of each index is revisited every six months. 

N/A, based on JPMorgan s SUSI index JPMorgan Securities Ltd. 

EMEA Structured Finance Services JPMorgan Chase Bank... 

We would like to thank all authors for their contributions, as well as Ruth Kentish and Paula Jacobsen for assistance with the editorial process, and Dr. Chee Hau at JPMorgan Chase for reviewing drafts of Moorad Choudhry s chapters. Special thanks to Professor Steven Mann at the University of South Carolina, for assisting us in several aspects of this project, in addition to his contribution of four chapters to this book. 

Deutsche Bank Deutsche Asset Management JPMorgan Chase Bank Barclays Capital Barclays Capital University of South Carolina University of Southern California and EDHEC Risk and Asset Management Research Center JPMorgan Securities Ltd. 

University of Evry Val d Essonne AXA Investment Managers JPMorgan Chase Bank Bank of Canada... 

Thanks also to Eric Subliskey at JPMorgan Securities, Jim Croke and Sharad Sarny at Orrick, and Khurram Butt for being all-round top chaps and gentlemen to boot. 

Finance PLC. The CDS premium is 575 basis points, and if this traded in the U.S. market, there is now a points upfront fixed fee to be paid on inception. This is shown on the screen as 2.885757%. Note also that the pricing model selected has been changed from the hitherto-standard JPMorgan model to the ISDA standard upfront model. Note that in the field SNAC the user has selected Y for yes, indicating this contract is being traded in the U.S. market and not in Europe. 

---