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Country Risk Premium

The risk premium (additional return) that investors expects to earn from investing in a foreign country as a compensation for...

Collateral Run

The rush by cash borrowers (collateral providers) to withdraw their securities posted as collateral to a dealer (broker-dealer) through deals...

Credit Spread Premium

The premium (or excess return) that the holder of a fixed-income security (a bond) earns, net of default losses, over...

Combination Bond

A municipal bond whose principal and interest are payable from project revenues (i.e., a particular revenue source outside the general...

Combination Security

A financial security that combines the features of two or more distinct securities. An example of combination securities is a...

Credit Risk Spread

In connection with bonds and other instruments involving a deal of credit risk, it is the part of risk premium...

CYN

It stands for callable yield note; a medium term note that offers yield enhancement with a contingent buffer, on one...

Credit Spread

The yield spread between non-Treasury securities and Treasury securities, all having identical features in exception of credit rating. Both are...

Callable Floating Rate Note

A callable note that pays a floating rate coupon for its entire tenor. It allows the issuer to early terminate...

Callable Range Daily Accrual Note

A callable range accrual note (CRAN) that provides the accumulation of enhanced daily coupon payments as long as the reference...