It stands for cross-currency basis swap; a floating-for-floating swap that involves exchanging two streams of interest payments each denominated in...

It stands for credit default index swap; a fixed set of equally weighted credit default swaps with standard maturities ranging...

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

It stands for gross processing margin; the difference between the cost of soybeans (the total cost of production) and the...

It stands for expected to accrue return on nominal. One of the numerous names for corridor option. By definition, it...

It stands for individually capped basket call, which is a call option that is based on an underlying basket of...

The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...

It stands for expected credit loss; the long-term average cost that arises from a series of defaults expected to take...

It stands for call or put; an option (or warrant) with an embedded provision giving the purchaser the right to...

An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...