The coverage limit that constitutes the pre-specified maximum level a protection buyer (in a credit-linked instrument/ arrangement such as a...

The sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions during a prespecified observation period (as prescribed...

An acronym for average aggregate notional amount; the sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions...

It stands for tranche outstanding notional amount; with respect to a tranche, it is the original tranche size reduced by...

With respect to a tranche, it is the original tranche size reduced by the credit losses (to the reference portfolio)...

The coverage limit that constitutes the pre-specified maximum level a protection buyer (in a credit-linked instrument/ arrangement such as a...

The coverage limit that constitutes the pre-specified maximum level a protection buyer (in a credit-linked instrument/ arrangement such as a...

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

An option on a variable-notional swap. This option (swaption) gives the holder the right without the obligation to enter into...

A foreign exchange contract in which the notional is determined by a specific tradable financial price/ asset. For instance, the...