It stands for buffered enhanced return note; a structured note that offers an enhanced return (upside participation) depending on the…

It stands for exchange rate pass-through; a measure of the responsiveness of international prices to changes in exchange rates (local...

It stands for pass-through pool; a pool of collateral (underlying assets) which is created and held by a trustee holding...

It stands for currency total return swap; a total return swap (TRS) that allows the buyer to hedge against both…

An acronym for non-taggable asset; an asset that meets the criteria of fixed assets but cannot be physically tagged due...

It stands for callable pass-through certificate; a mortgage security (mortgage-backed security) that is created by splitting a pass-through into two...

A call option on a put option. It gives the holder the right, without the obligation, to purchase a put…

It stands for credit-linked note. A credit-linked hybrid that combines a note with a credit default swap. The face value…

It stands for auto-callable yield note; a structured note in which the coupon is linked to more than one underlying...

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other…