A bond that accrues interest over its life. Accrued interest is only payable at the maturity date of the bond....

It stands for yield-to-maturity; the percentage annual rate of return (discounted) which is paid on a fixed-income security (such as...

The percentage annual rate of return (discounted) which is paid on a fixed-income security (such as a bond, note, gilt,...

A mix of funding that involves both a direct repo and a triparty repo. This situation arises when the holder...

The rent amount that can be captured by reinvesting the repo loan funds at the higher general collateral repo rate....

The state in which a repo rate it is below the general collateral rate (GC rate). The difference between the...

A situation that arises when a party to a contract or transaction has more information about it than the other...

An interest rate that is used as a reference rate for repo transactions (repurchase agreements). An example is the reference...

A repo rate that is associated with special collateral securities. It is the interest rate a lender in the repo market...

A repo rate that is associated with special collateral securities. It is the interest rate a lender in the repo market...