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Principal Protected Note

A structured note that guarantees capital (hence the name: capital protection note). This note secures a future payment of the...

Atlas Protected Note

A protected note that provides the holder with 100% protection (capital guarantee) plus a call on the performance of a basket of the remaining stocks...

Altiplano Protected Note

A protected note that provides one worst-of knock-out coupon at maturity and guarantees a minimum coupon if there is a knock-out- i.e., in the...

Himalaya Protected Note

A protected note/ capital protected product (specifically belongs to the genre of performance select protected notes) that is structured so that each year, over...

Decompounding Interest Rate

A technique which is used to convert an interest rate of a given period into an interest rate of a...

Repo Interest

The return on a repo, i.e., the interest earned by the lender (repo buyer) in a repo transaction. It is...

Repo Return

The return on a repo, i.e., the interest earned by the lender (repo buyer) in a repo transaction. It is...

SC Rate

It stands for specific collateral rate; a repo rate that corresponds to specific collateral such as Treasury securities that are...

Specific Collateral Repo

A repo agreement in which a specific collateral (SC) is posted by the borrower as requested by the lender, who...

SC Repo

A repo agreement in which a special collateral (SC) is posted by the borrower as requested by the lender, who...