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CT-1 Capital

It stands for core tier-1 capital; a bank's or financial institution's capital that is made up of its equity capital...

NCO

It stands for net charge-off; the difference between the amount of gross charge-offs (GCO), or simply charge-offs, and any recoveries...

FCDO

It stands for forward-starting CDO; a single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time…

PCL

An acronym for provision for credit losses; a provision that is created (set aside) by an entity, as an amount...

ACL

It stands for allowance for credit losses; an allowance that constitutes an estimate of a debt/ obligation (credit extended to...

IFL

It stands for inverse floating rate tranche; a tranche that is created from the collateral tranche (in a CMO structure),...

FL

It stands for floating rate tranche; a CMO tranche (or a tranche in a similar structure) in which the monthly...

ERC

It stands for event risk covenant; a bond provision that requires that the bond is turned in, or redeemed, at…

CTM Option

An abbreviation for close-to-the-money option; an option contract in which the underlying’s market price is very near to the strike…

EBIDA

It stands for earnings before interest, depreciation and amortization. By definition, it is a measure of a firm's cash flow...