A credit default swap (CDS) option that grants the holder the right to buy credit protection on a specific reference entity during a predetermined future...

A low exercise price option, which is, by definition, a call option with an exercise price initially set deep in-the-money....

It stands for leverage-adjusted duration gap ; a duration gap measure that takes into account a bank's overall exposure to interest rate...

It stands for book value; broadly speaking, it refers to the historical cost of an entity's assets (total assets) minus...

A financial ratio that relates assets to owners' equity. It is a measure of the proportion of total assets financed by a...

A tool that measures the calculated or implied mid-rate volatility for an ATM option for a specific expiration date. In...

It stands for fair value; the price / exchange price (an amount measured in currency units- CUs) at which an...

It stands for credit risk spread; a measure of credit default swap (CDS) value sensitivity. It measures the credit sensitivity...

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

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