The volatility value which is realized during the period immediately preceding the date of forecast. This period is equal to…
A template settlement agreement that is issued and promulgated by FINRA, the Financial Industry Regulatory Authority, USA. The agreement is...
An acronym for a template settlement agreement known as an acceptance, waiver, and consent agreement (issued and promulgated by FINRA,...
A credit derivative which constitutes a forward contract on a credit spread. More specifically, it is a single period OTC...
It stands for forward exchange agreement; a contract that involves a foreign currency transaction and entails the payment, at maturity,...
A contract that involves a foreign currency transaction and entails the payment, at maturity, of the differences between a forward...
An interest rate basis swap which entails the exchange or locking in of the spread between a bond or note...
It stands for swap differential agreement; an interest rate basis swap which entails the exchange or locking in of the...
A bank debt rescheduling tool, originally introduced in 1984-1985, which provides creditor banks of a medium-term perspective for loan restructuring...
FRA, for short, is an over-the-counter (OTC) agreement to apply a certain interest rate to either lending or borrowing a...