C – Page 12 – Fincyclopedia

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Contraction Risk

Contraction risk is a type of prepayment risk that is faced by holders of fixed-income securities and other types of...

Classic Autocallable

A note (structured note) that only pays a coupon if the underlying asset trades above a specific level (known as...

Conversion Cap

For early stage companies and seed capital investors, it is a mechanism that sets the maximum valuation level (cap or...

Capital Asset Pricing Model

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

CAPM

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

CDO Tranche Spread

The spread that relates to the tranche of a CDO (collateralized debt obligation), in a securitized structure. The CDO tranche...

CDO Tranche

The tranche of a CDO (collateralized debt obligation) that has its own risk characteristics and loss-absorption priority (seniority). There are...

Convertible-Rate Floater

A floater (floating-rate note) that grants issuers and investors the right to convert from a floating rate of interest to…

Component Interest Only

A type of CMBS (commercial mortgage-backed security) that is formed by combining a weighted average coupon interest only (WAC IO)…

Convertible-Rate Floating-Rate Note

A floating-rate note (FRN) that grants issuers and investors the right to convert from a floating rate of interest to…