A type of leverage that is made up of borrowed funds such as loans, credit facilities, bond issuances, etc. Cash-producing leverage can be defined as...
It stands for leverage-adjusted duration gap ; a duration gap measure that takes into account a bank's overall exposure to interest rate...
A duration gap measure that takes into account a bank's overall exposure to interest rate risk. It is calculated as the difference between...
The construction of a portfolio using active returns (alpha) as the primary driver of the construction process, instead of asset class betas. More specifically, this...
A financial ratio that relates assets to owners' equity. It is a measure of the proportion of total assets financed by a...
A financial ratio that relates assets to owners' equity. It is a measure of the proportion of total assets financed by a...