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AVaR

It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...

ES

It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...

CVaR

It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...

MBP

It stands for market by price; a full range of bids and offers, and corresponding outstanding amounts available, of a...

MBO

It stands for market by order; a trading methodology that allows dealers to observe outstanding orders available in the market...

FP

It stands for fair presentation; an accounting standards' requirement that an entity's financial statements should be presented in a fair...

CDO

A collateralized debt obligation (CDO) is an investment-grade bond backed by a pool of variously-rated debt obligations including government and...

TFV

It stands for true and fair view; in connection with an audit report (auditor's opinion) on an entity's financial statements...

ZEPO

A zero exercise price option which is a cash-settled European call option whose exercise price is zero or very close...

CATS

An acronym for certificates of accrual on Treasury securities. This trademark derivative instrument is based on the separation of the...