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Banking

Enhanced Capital Note

A capital note that is issued by a regulated institution (e.g., a bank) with the enhanced feature of "automatic convertibility"...

Capital Note

It has different meanings in different contexts. A capital note may refer to a hybrid security (a hybrid); a form...

Loss-Triggered Leveraged Super Senior Note

A leveraged super senior note (a synthetic collateralized note) that is associated with a loss trigger. More specifically it involves...

Leveraged Floored Floater

A floored floater in which the minimum coupon that is linked to the underlying floating rate (short-term rate, such as...

Spread RAN

It stands for spread range accrual note; a range note in which the coupon depends on the spread between the...

Spread Range Accrual Note

A range note in which the coupon depends on the spread between the daily fixings of two interest rate indexes...

Supercharged Floater

A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...

Bear ELN

An equity linked product (equity linked note, ELN) that combines an equity-linked debt instrument with an option that allows a...

Range ELN

An equity linked product (equity linked note, ELN) that combines an equity-linked debt instrument with an option that allows a...

Bull ELN

An equity linked product (equity linked note, ELN) that combines an equity-linked debt instrument with an option that allows a...