A derivative contract/ instrument that the out-of-the-money counterparty (losing counterparty or party with the loss position) is required under which...
A derivative contract/ instrument that the out-of-the-money counterparty (losing counterparty or party with the loss position) is required under which...
It stands for collateral to market derivative (collateralized to market derivative); a derivative contract/ instrument that the out-of-the-money counterparty (losing...
A derivative contract that entails periodic payments by the out-of-the-money counterparty (losing counterparty), usually on a daily basis. Payments correspond...
A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...
A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...
An abbreviation for settled-to-market derivative; a derivative contract that entails periodic payments by the out-of-the-money counterparty (losing counterparty), usually on...
A risk-neutral measure that is used to price derivative contingent claims such as average rate options by implementing stochastic discount…
The ability to offset derivative contracts with positive and negative values (the so called receivables and payables exposure) to figure…
A physical asset such as base metals, precious metals, crude oil, natural gas, heating oil, gasoline, wheat, rice, livestock, and…
