A special case of DV01 (actually it is similar to DV01), but it is based on the assumption that the...

A measure of dollar price volatility of a Treasury security that calculates the Treasury security’s yield in response to a...

Also a repo agreement, it is a financing transaction that mainly involves government securities, where a dealer or a holder...

A mortgage loan, residential or commercial, that is extended to a borrower in whole- i.e., without securitization. The loan is...

A type of whole loan repo in which the collateral is a consumer debt such as credit card and automobile...

A whole loan that represents consumer debts such as credit card and automobile receivables. The loan is extended to a...

A mortgage loan, residential or commercial, that is extended to a borrower in whole- i.e., without securitization. The loan is...

A term repo transaction that is collateralized by a loan or other form of obligation (e.g. mortgage receivables) rather than...

The amount by which a bond's price falls below its maturity value (i.e., par value). In other words, it is...

The amount by which a bond’s price exceeds its maturity value (i.e., par value). In other words, it is the…