An abbreviation for spread DV01 (of a CDS position), i.e, the spread dollar value of an 01; it captures the...

The practice which is used to revalue a financial instrument, in general. In the context of derivatives, marking to market...

It stands for marking to market; the practice which is used to revalue a financial instrument, in general. In the...

It stands for marking to market; the practice which is used to revalue a financial instrument, in general. In the...

The practice which is used to revalue a financial instrument, in general. In the context of derivatives, marking to market...

Any swap where settlement takes place by periodically marking interest payments to market (marking to market, MTM). For example, in a credit default swap (CDS),...