A repo agreement in which the lender of cash accepts any securities that are not special in the market and...

A repo rate that is associated with general collateral securities such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc. It is...

In general, it is a method to determine how the monthly interest and principal cash flows are allocated among all...

An extension of credit which is collateralized by debt or equity securities that are liquid and highly marketable. The collateral...

A swap whereby one of the counterparties (or both) post collateral to guarantee fulfillment of a contractual obligation. The collateral...

A deposit that is guaranteed by the pledging of security. The bank (depositee) has to guarantee the safety of these...

It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

It stands for collateralized debt obligation; an investment-grade bond that is backed by a pool of variously-rated debt obligations including...

An investment-grade bond that is backed by a pool of variously-rated debt obligations including government and corporate bonds, loans, and...

A type of corporate debt whereby the collateral value is below standard requirements (usually lower than 30% of the company’s...