A type of transformation which involves a bank’s credit risk. It is typically conducted by investing in securities that have...

The empirical tendency of higher interest rate currencies' return to outperform the return of lower rate currencies. This can be...

It stands for law of one price; the idea that the price of a commodity denominated in a specific currency...

The idea that the price of a commodity denominated in a specific currency should be the same regardless of the...

A type of arbitrage that involves attempting to profit from specific deviations from interest rate parity by entering into a...

A securitized product (a type of collateralized debt obligations – CDOs) that originates obligations collateralized or backed by a pool...

It stands for borrower arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...

A type of one-way arbitrage which capitalizes on violations to the law of one price (LOP) for borrowing rate (ask)....

It stands for owner arbitrage; a type of one-way arbitrage which capitalizes on violations to the law of one price...

A type of arbitrage (inter-market price differential) that involves only one side of the arbitrage transaction. For example, a trader...