The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as…

A senior CDO tranche that ranks at the very top of a CDO (collateralized debt obligation) issue. Given its utmost,...

A CDO tranche that constitutes the most senior tranche of a CDO (collateralized debt obligation) issue. Given its seniority as...

A call provision in which the issuer can exercise the call right only if the underlying stock rises above a...

It stands for synthetic high income equity-linked security; a structured equity-linked note (ELN) that is issued not by the company...

A type of market risk (MR) that arises from narrowly-defined, or specific factors other than broad market dynamics/ movements. Specific...

It stands for sustainability-linked repo; a repo transaction/ trade (repurchase agreement/ RP) whose financial and/ or structural characteristics are linked...

The securities leg of a repo transaction is that part relating the securities posted as collateral against the loan (the...

A repo transaction/ trade (repurchase agreement/ RP) whose financial and/ or structural characteristics are linked to the borrower's (collateral seller's)...

A leveraged super senior tranche (LSS tranche) in the tranche notional is synthetically leveraged using a pool of synthetic assets…