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Repo Repricing

A repo (repurchase agreement) that is repriced on a daily (or even intraday) basis to reflect changes in current market...

Repo Marking To Market

A repo (repurchase agreement) that is repriced on a daily (or even intraday) basis to reflect changes in current market...

Mark-To-Market Repo

A repo (repurchase agreement) that is repriced on a daily (or even intraday) basis to reflect changes in current market...

MTM Repo

A repo (repurchase agreement) that is repriced on a daily (or even intraday) basis to reflect changes in current market...

Mark-to-Market Swap

Marking a swap to market is a technique for valuing it using current market prices. This is done in order...

MTM Swap

It stands for marked-to-market swap; any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM)....

MTM Margin

It stands for mark-to-market margin; the amount of money (margin) that an investor/ trader must have or maintain, at all...

Mark-To-Market Margin

The amount of money (margin) that an investor/ trader must have or maintain, at all times, in its account to...

Unwind Trigger

A set of conditions that, if and when met, will trigger liquidation of the underlying asset of a swap and...

Dynamic Credit Default Swap

A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...