It stands for deliverable swap futures; a swap futures in which the underlying (rate or asset) is delivered at maturity...

An over-the-counter (OTC) contract is a bilateral contract in which two parties (or their representatives: brokers or bankers as intermediaries)...

An interest rate swap (IRS) that entails the exchange of a fixed rate of interest on a certain notional amount for...

A settled-to-market (STM) derivative under which the payments for outstanding marked-to-market (MTM) of the swap (interest rate swap, IRS) will...

An acronym for settle-to-market; a settlement mechanism that treats variation margin (MV) at central counterparty credit (CCPs), related to credit...

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

An acronym for non-maturity deposit; a deposit (bank liability) that does not have a specified maturity or fixed term. Non-maturity...

An acronym for cash flow at risk; a risk measure (at risk measure) that reflects the extent to which future...

An acronym for earnings-at-risk; a risk measure (at-risk measure) that constitutes an ex-ante estimate of changes in an entity's earnings...

It stands for equity-asset ratio; a bank solvency ratio that aims to express a bank's capital structure which relates a...