The risk that is inherent to the broader market. Aggregate risk, also known as undiversifiable risk, volatility risk, or market...

The risk that is inherent to the broader market. Systematic risk, also known as undiversifiable risk, volatility risk, or market...

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swap (STIRS) involves the settlement…

An additional risk premium (RP) to the capital asset pricing model (CAPM). This disinformation premium is part of the expected...

It stands for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the overall...

An alternative term for systematic risk premium; the risk premium for systematic risk. It is the risk premium against the...

The risk premium for systematic risk. It is the risk premium against the overall market risk, reflecting the additional compensation...

A repo rate that communicates the market participants’ economic expectations. Put another way, it is a forward rate that reflects…

An interest rate swap (IRS) whose maturity doesn’t exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement…

It stands for country risk premium; the risk premium (additional return) that investors expects to earn from investing in a...