It stands for initial margin; an amount of cash (broadly, monetary assets) that is deposited or collateral (eligible securities) that...

An amount of cash that is deposited or collateral (eligible securities) that is posted with a clearing house to ensure...

The yield spread for a given issuer that is added to the yield for the corresponding maturity of the on-the-run...

A security that is linked to any index, such as a price index, a basket of currencies or assets, or…

An issuer (of a debt instrument or a similar types of instruments) is an entity (or a market player such...

A synthetic structure that consists of a single tranche. It is simpler than a standard synthetic tranche and can be…

A forward rate that is implied by the current term structure of interest rates for a specific maturity (in the...

A tranche that has a tailor-made exposure to a specific segment of an index loss distribution. It allows market participants...

The premium on an index tranche (CDS index tranche) is the spread paid by the protection buyer that equates the...

An index-linked product (an index-linked note or bond) that is denominated and interest-payable in one currency whilst its redemption value...