An abbreviation for inverted curve enhancement swap; an interest rate swap that places a minimum level (floor) under the floating rate in consideration...
It stands for interst rate swap; an exchange of a fixed rate of interest on a certain notional amount for a floating rate...
It stands for non-controlling interest; a stake in an entity that constitutes less than 50% of the total shares that...
Mid-swap (MS) is the average of bid and ask swap rates used as a benchmark for calculating total interest rate...
It stands for current replacement cost; the amount that is required to replace an existing (active) swap in the event a...
It stands for specific collateral rate; a repo rate that corresponds to specific collateral such as Treasury securities that are...
A repo agreement in which a special collateral (SC) is posted by the borrower as requested by the lender, who...
It stands for special collateral; a specifically determined and specified collateral in a repo transaction. In this transaction, the underlying...
It stands for general collateral; broadly, it is a category of collateralized securities (known as eligible collateral) with identical credit...
An abbreviation for general collateral repo; a repo agreement in which the lender of cash accepts any securities that are not special...