An investment portfolio (portfolio) that is well diversified across multiple sectors or a wide array of assets, typically involving a...
The process whreby a portfolio manager buys credit protection on one reference asset or pool of assets, and simultaneously sells protection…
A bond swap that aims to improve the overall credit quality of a portfolio. This involves swapping a low creditworthy…
A leveraged super senior tranche (LSS tranche) (a synthetic collateralized tranche) that is associated with a loss trigger. More specifically,...
A leveraged super senior tranche (a synthetic collateralized tranche) that is associated with a loss trigger. More specifically, it involves...
A portfolio of options (generally derivatives) which has an overall gamma of zero. This portfolio can be constructed by entering...
A portfolio strategy that involves constructing a portfolio of individual bonds (or broadly similar types of fixed-income securities/ products such...
A portfolio that is constructed by purchasing a series of fixed-income securities (e.g., bonds) with "laddered" (i.e., far to further...
A portfolio that is constructed by purchasing a series of fixed-income securities (e.g., bonds) with "laddered" (i.e., far to further...
A portfolio that is constructed by purchasing a series of fixed-income securities (e.g., bonds) with "laddered" (i.e., far to further...