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Repo To Maturity

A standard repo whose termination date matches the maturity date of the security (e.g., bond, note, etc.) In other words,...

Repo Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Exit Price

The sale price/ transfer price of an asset/ liability that is determined based on the amount required to exchange the...

Eligible Margin Loan

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

Vega of a Convertible

The sensitivity of a convertible’s value to changes in the volatility of the underlying stock (mathematically, it is a first-order...

Variable-Rate Preferred Stock

A preferred stock whose dividend is readjusted at specified periods based, for example, on the maximum of a set of...

VR Repo

It stands for variable-rate repo; a type of repo (repurchase agreement) in which the interest rate is changed in accordance...

Variable Rate Loan

A loan whose interest rate payments change over the life of the loan. Typically, the variable interest rate is tied...

Multichance Barrier Reverse Convertible

A variant of barrier reverse convertible (BRC)- a structured product- that pays a coupon on a frequent basis (e.g., quarterly)...

Coupon Barrier Autocall Note

An autocall note that is subject to a coupon barrier with an opportunity for early redemption. It offers contingent periodic...