The amount of the sale price that a seller refunds (rebates) to a buyer, based on certain criteria or conditions...

In general, haircut involves a reduction in the level of a "monetary" amount that would otherwise be available for a...

A haircut (margin discount) that is applied to a regulatory capital. This category of capital is defined as the minimum...

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

A situation that arises when market news causes information-insensitive collateral assets, in a repo transaction, to become information sensitive. The...

A two-legged transaction that involves the sale of one bond and the purchase of another with different term to take...

A chooser note (range chooser note) which allows the investor to set the range at the start of each coupon...

A position in a series of consecutive short-term discount certificates. At maturity of a given certificate, the proceeds (principal and...

The return that an asset achieves over the course of a specific period, in relative terms, i.e., measured it against...

The price of government securities and debentures that is quoted exclusive of interest. In other words, the price doesn't include...