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LGD

It stands for loss given default; a key metric that is used in quantitative risk analysis, reflecting the monetary amount...

AQB Option

It stands for Asian quanto basket option; a quanto basket option whose payoff is determined as that of an Asian...

BS

It stands for balance sheet; a primary statement of an entity that presents a snapshot of its financial position at...

AQBO

It stands for Asian quanto basket option; a quanto basket option whose payoff is determined as that of an Asian...

NFA

It stands for non-financial asset; an asset that has a physical presence and value such as real estate, plant and...

HTMFA

It stands for held-to-maturity financial asset; a financial asset, other than loans and accounts receivable (A/Rs), with a fixed maturity...

Over-The-Counter Derivative

A derivative instrument which is traded and privately negotiated in over-the-counter (OTC) markets, i.e. directly between the two parties involved,...

LTD

An acronym for long-term debt; a company's debt obligations that mature (fall due) after one year or more (or beyond...

EBIT

It stands for earnings before interest and taxes; a profitability measure that consists of an entity's operating profit (OP) or...

FVS

It stands for fair value spread; with respect to futures contracts, it is the difference between the fair value (FV)...