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...

It stands for return to hedged portfolio; the rate which results from a cash/futures arbitrage. More specifically, it is the...