In the context of derivatives valuation, it stands for cross value adjustment. It is a broad category of adjustments that...

An over-the-counter (OTC) contract that obliges its holder to buy or sell a specific asset for a predetermined delivery price...

The price of the underlying asset of a forward contract. In other words, it is the price at which a...

The reverse of a forward accumulator. More specifically, it is a structured product that involves investors taking on the obligation...

A financial derivative which an issuer sells to investors and is obliged whereby to sell shares of a specific stock...

A financial derivative which an issuer sells to investors and is obliged whereby to sell shares of a specific stock or security...

A regular forward contract in which the notional is determined over the lifespan of the option rather than as a preset amount. This structured...

A quanto spread that is constructed using two forward rates. It is mainly used to hedge quanto risk in the interdealer market. This spread can be...

It captures the change in the market value of the credit default swap (CDS) position as a result of a one basis point shift...

An amortizing swap in which an irregular payment streak is exchanged for a regular payment flow of the same present value. To...