Filter by Categories
Accounting
Banking

Granular Portfolio

An investment portfolio (portfolio) that is well diversified across multiple sectors or a wide array of assets, typically involving a...

Credit Switch

The process whreby a portfolio manager buys credit protection on one reference asset or pool of assets, and simultaneously sells protection…

Credit Improvement Swap

A bond swap that aims to improve the overall credit quality of a portfolio. This involves swapping a low creditworthy…

LTLSS Tranche

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

Loss-Triggered Leveraged Super Senior Tranche

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

Gamma-Neutral Portfolio

A portfolio of options (generally derivatives) which has an overall gamma of zero. This portfolio can be constructed by entering...

Bond Laddering

A portfolio strategy that involves constructing a portfolio of individual bonds (or broadly similar types of fixed-income securities/ products such...

Laddered Bond Portfolio

A portfolio that is constructed by purchasing a series of fixed-income securities (e.g., bonds) with "laddered" (i.e., far to further...

Laddered Fixed-Income Portfolio

A portfolio that is constructed by purchasing a series of fixed-income securities (e.g., bonds) with "laddered" (i.e., far to further...

Laddered Portfolio

A portfolio that is constructed by purchasing a series of fixed-income securities (e.g., bonds) with "laddered" (i.e., far to further...