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LIBOR

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

LIBOR01

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

IR01

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

Dividend Yield

A ratio that relates the annual dividends from a common or preferred stock to the stock’s market price per share: Dividend yield = dividends...

Twin-Win Certificate

A structured product (structured certificate) that allows the holder a positive participation to the downside of the underlying stock or asset. It...

Repo Premium

Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...

Repo Specialness

The specialness of a repo (repurchase agreement). It is the difference between interest earned on a security posted as a...

Specialness

The difference between interest earned on a security posted as a loan's collateral and the prevailing interest rate for loan...

Redeemable At Par

A bond (or debt security) is redeemable at par when the holder has the right to receive its par value upon redemption or on maturity date....

Rights On

A stock trading with rights on entitles new buyers, rather than sellers, to receive rights that have been declared but not yet...