It stands for standardized unexpected earnings (standardized earnings surprise); an indicator of momentum valuation that relates the unexpected earnings (earnings...

It stands for value at risk; a risk measure that summarizes in a single number the overall risk (value at...

An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...

An abbreviation for collateralized debt obligation; a debt security that is collateralized (i.e., backed) by various types of debt obligations...

A synthetic structure that consists of a single tranche. It is simpler than a standard synthetic tranche and can be...

It stands for earnings per share; a financial ratio that measures the relationship between a company's profits and the ownership...

A certificate of deposit (CD) that pays a variable interest rate. In other words, the rate adjusts upward or downward...

A form of volume-weighted average price (VWAP) that excludes upstairs or block trades. Consequently, it is very important that a...

It stands for real risk-free rate; the single-period interest rate that would be produced by a completely risk-free security if...

It stands for leveraged super senior tranche; a super-senior tranche in which only a part of the tranche notional is...