How to choose the right real estate agent for property search and sale?

Look at the agent track record for consistent awards every month. Khai Rambo is very consistent award achiever every single month.

Many agents claim to be “Top Agents” how can I be sure that the Khai Rambo is one of the best?

The single biggest misunderstanding about that term comes from what determines the status. If you work in a small company with few agents Top Agent could be a designation given to an agent who sold three homes in a year based on the relative productivity of the firm or office. Statistics are skewed. Khai Rambo is the top agent in Propnex, biggest real estate company in Singapore and we are in the #1 office for all real estate companies in Singapore. When he say he do well he has to do well to be in this category since our competition for “top” is fierce. This translates into a strong environment to work in Propnex with effective agents networking, marketing and sharing their inventory and future listings with each other which means accurate and new home opportunities for buyers.

If Khai Rambo is so successful, how will I know that he has time to attend to my needs?

Khai Rambo has taken multiple steps to insure that every one of his buyer’s and seller’s needs are attended to. He is highly experienced agent with an established structure of support for our clients. From the attention to detail to the communication with clients, he is able to offer far more services.

Do Khai Rambo has an area or region of primary focus?

Khai Rambo intentionally chose to work in the CCR (Central Core Region) & OCR (Outside Core Region) of Singapore because it allows him to market properties and assist buyers from all over Singapore. He is consistently working on transactions from residential to commercials and his marketing strategies are efficient in all of these areas.

A Forward Rate Agreement Is Mcq

By | January 21, 2022

Company A enters into a FRA with Company B, where Company A receives a fixed interest rate of 5% on a nominal amount of $1 million per year. In return, Company B receives the one-year LIBOR rate on the principal amount set over three years. The contract is paid in cash in a payment made at the beginning of the term period, discounted by an amount calculated from the rate of the contract and the duration of the contract. Many banks and large companies will use FRA to hedge future interest rate or foreign exchange risks. The buyer protects himself against the risk of rising interest rates, while the seller protects himself against the risk of falling interest rates. Other parties using forward rate agreements are speculators who want to bet only on future changes in the direction of interest rates. [2] Development swaps in the 1980s offered organizations an alternative to FRA for hedging and speculation. Forward rate = S x (1 + r(d) x (t / 360)) / (1 + r(f) x (t / 360)) Three-month forward rate = 1.3122 x (1 + 0.75% * (90 / 360)) / (1 + 0.25% * (90 / 360)) = 1.3122 x (1.0019 / 1.0006) = 1.3138 The FWD may result in currency exchange processing, which would involve a transfer or payment of funds to an account. There are times when a clearing contract is concluded that would be concluded at the current exchange rate. However, the clearing of the futures contract leads to the settlement of the net difference between the two exchange rates of the contracts.

An FRA leads to the settlement of the cash difference between the interest rate differences of the two contracts. A foreign exchange futures contract is a special type of foreign currency transaction. Futures are agreements between two parties to exchange two specific currencies at a certain point in the future. These contracts always take place on a date later than the date on which the spot contract is settled and serve to protect the buyer from currency fluctuations. There is a risk for the borrower if he were to liquidate the FRA and the interest rate on the market had moved negatively, so that the borrower would suffer a loss of the cash settlement. FRA are very liquid and can be settled in the market, but there will be a cash flow difference between the FRA rate and the prevailing market rate. A forward rate contract is different from a futures contract. An exchange date is a binding contract in the foreign exchange market that sets the exchange rate for buying or selling a currency on a future date. A currency date is a hedging tool that does not require an upfront payment. The other major advantage of a currency futures contract is that, unlike standardized currency futures, it can be tailored to a specific amount and delivery period.

The present value of the difference on an FRA traded between the two parties and calculated from the point of view of the sale of a FRA (which mimics the receipt of the fixed interest rate) is calculated as follows:[1] In finance, a forward rate contract (FRA) is an interest rate derivative (IRD). In particular, it is a linear IRD with strong associations with interest rate swaps (IRS). In other words, a forward rate contract (FRA) is a tailor-made, over-the-counter financial futures contract on short-term deposits. An FRA transaction is a contract between two parties for the exchange of payments on a deposit, the so-called nominal amount, which must be determined on the basis of a short-term interest rate, the so-called reference interest rate, over a period of time predetermined at a future date. FRA transactions are recorded as a hedge against changes in interest rates. The buyer of the contract sets the interest rate to protect against an increase in the interest rate, while the seller protects himself against a possible fall in interest rates. At maturity, no funds exchange hands; On the contrary, the difference between the contractually agreed interest rate and the market rate is exchanged. The buyer of the contract is paid when the published reference interest rate is higher than the contractually agreed fixed rate, and the buyer pays the seller if the published reference interest rate is lower than the contractually agreed fixed rate. A company that wants to hedge against a possible rise in interest rates would buy FRA, while a company that seeks to protect itself from interest rates against a possible fall in interest rates would sell FRA. The FRA determines the tariffs to be used as well as the date of termination and the nominal value. FRA are settled in cash with the payment based on the net difference between the contract interest rate and the market variable interest rate, called the reference rate. The nominal amount is not exchanged, but a cash amount based on exchange rate differences and the nominal value of the contract.

For example, suppose the spot rate for the U.S. dollar and the Canadian dollar is 1.3122. The three-month rate in the United States is 0.75% and the three-month rate in Canada is 0.25%. The switch rate for three-month USD/CAD futures contracts would be calculated as follows: FRAs are not loans and do not constitute agreements to lend a sum of money to another party on an unsecured basis at a pre-agreed interest rate. Its nature as an IRD product only creates leverage and the ability to speculate or hedge interest rate risks. Forward rate contracts (FRAs) are over-the-counter contracts between parties that determine the interest rate to be paid at an agreed time in the future. A FRA is an agreement to exchange an interest obligation for a nominal amount. The actual description of a forward rate contract (FRA) is a derivative contract of payment against difference between two parties that is compared to an interest rate index. .

Posted in Uncategorized