A special case of DV01 (actually it is similar to DV01), but it is based on the assumption that the...

It stands for cumulative auction market preferred stock; a preferred stock whose dividend is reset at specified periods based, for...

An abbreviated form of cum dividend; a stock trades cum dividend (with or including dividend) when buyers qualify to receive...

It stands for off-balance sheet financing; a form of leverage that an entity can attain from an off-balance sheet item...

It stands for drop-lock bond; a floating-rate bond that converts into a fixed coupon obligation when a reference interest rate...

It is an acronym for London Interbank Offered Rate. It is an interbank rate which is used as a benchmark or...

An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...

An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...

It stands for non-principal protected note; a structured note (SN) in which full principal is not protected (guaranteed) at maturity,...

A financial product (derivative) that tracks the performance of an underlying asset on a one-to-one basis. In other words, if...