A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...
A self-referenced credit derivative (a credit contingent swap) in which an issuer sells subordinated debt to an investor and then...
A credit derivative in which one of the counterparties is the reference entity itself. It involves the transfer of credit...
The reverse of a share forward accumulator. More specifically, it is a structured product that involves investors taking on the...
A self-referenced credit derivative (a credit contingent swap) in which an issuer sells subordinated debt to an investor and then...
An interest rate swap that entails the payment of a fixed amount on a certain percentage of the notional amount,...
An option (cap) that has no up-front premium (therefore, it is a variant of deferred premium option). In a self...
A financial derivative which an issuer sells to investors and is obliged whereby to sell shares of a specific stock...
A type of bucketing which captures the exposure between cash positions and an option's expiration month. In other words, the...
A quanto forward whose payoff is directly converted into an amount denominated in a currency (e.g., a foreign currency) other...