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HPY

It stands for holding period yield; a yield measure that constitutes the holding period return of a fixed-income instrument. For...

DIV

It refers to dividends per share (DPS); a financial ratio that relates cash dividends to total shares outstanding. That is:...

RPI Swap

A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...

QE

It stands for quasi-equity; instruments or investments or holdings that are not equity, per se, but bear similarity to equity...

NTM

It stands for near the money; the state in which options or option positions, whose market prices are very near...

FTQ

It stands for flight to quality; at an individual bank's level, it refers to a reallocation tactic whereby banks encountering...

FCF

It stands for fulfillment cash flows; according to international accounting standards, this refers to the risk-adjusted present value of an...

ROE

It stands for return on equity; a profitability measure that indicates how efficiently the company did invest and manage the...

ROS

It stands for return on sales; a profitability ratio that relates profits to sales. In equity form, it is measured...

KO Floor

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...