A derivative contract that entails periodic payments by the out-of-the-money counterparty (losing counterparty), usually on a daily basis. Payments correspond...
A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...
A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...
An abbreviation for settled-to-market derivative; a derivative contract that entails periodic payments by the out-of-the-money counterparty (losing counterparty), usually on...
An acronym for settle-to-market; a settlement mechanism that treats variation margin (MV) at central counterparty credit (CCPs), related to credit...
A settlement mechanism that treats variation margin (MV) at central counterparty credit (CCPs), related to credit derivatives and similar contracts...