The differential or spread that exists between credit derivatives (such as credit default swaps or CDSs) and their underlying cash...

The risk that arises when a break/ halt in trading is applied. As the name implies, this situation creates a...

A measure of the mismatch between assets and liabilities. By definition, it is the weighted duration of assets minus the product of the...

A tool that measures the mismatch between a firm's assets and liabilities. It is a measure of the sensitivity of...