The risk that arises from the “unfavorable” change in bond values (or values of credit derivatives such as credit default swaps) in response to changes...
An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...
An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...
A derivative contract granting its owner the right, but not the obligation to buy (for a call option) or sell (for a put option)...
An event (e.g., a transaction, business or financial) that takes place after the end or close of the accounting/ reporting...
A type of transformation that involves the use of short-term debts like deposits to finance long-term investments like loans. In other words, it is an intermediation process...
In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...
In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...
Notes which provide clarification and additional information about specific items in the statement of income (P&L), statement of cash flows,...
Notes which provide clarification and additional information about specific items in the statement of income (P&L), statement of cash flows,...