A numeric score that measures and tracks the characteristics and performance of the broader market or specific markets or asset...

A numeric score that measures and tracks the characteristics and performance of the broader market or specific markets or asset...

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...