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Callable Multi-Step Bond

A bond (specifically a callable step-up bond) whose coupon is increased more than one time over its life. This bond...

Callable Daily Range Accrual Note

A callable range accrual note (CRAN) that provides the accumulation of enhanced daily coupon payments as long as the reference...

Callable Yield Note

A medium term note that offers yield enhancement with a contingent buffer, on one underlying or more (references), subject to...

Callable Floater

A callable note that pays a floating rate coupon for its entire tenor. This floater allows the issuer to early...

Barrier Accrual FRN

A floating rate note (FRN) which in which interest (coupon) accrues only on days when the reference rate (floating rate)...

Basket Credit Linked Note

A credit linked note (CLN) in which the underlying is a portfolio or basket subject to credit risk. In other...

Bail-In Bond

A hybrid/ structured credit product (bond) that becomes convertible into equity shares if the price of the share exceeds a...

AMLF

An abbreviation for asset-backed commercial paper money market fund liquidity facility; funding that is provided at a discount rate to...

Digital Range

A note that pays a coupon at a preset fixed interest rate, with the actual amount of the coupon depending...

Fixed Rate Interest Only

An interest-only (IO) which the rate is fixed at a level lower than the actual interest payments on the underlying...