A combination of an index swap with a total return swap (TRS) whereby one counterparty agrees to exchange the total...
A total return index swap (TRIS) where one leg is based on a CMS return index and the other is...
It stands for capped index options which are exchange-traded options with a European exercise in which a maximum level is...
It stands for incremental value at risk; a measure of risk (value at risk, or VaR, for short) that captures...
It stands for average value at risk; the value at risk (VaR), as a special case of spectral risk measures,...
It stands for expected shortfall; a risk measure that quantifies the tail risk that an investment portfolio may be exposed...
It stands for credit value at risk (VaR); a quantitative measure that is used to estimate the credit risk of...
It stands for market by price; a full range of bids and offers, and corresponding outstanding amounts available, of a...
It stands for market by order; a trading methodology that allows dealers to observe outstanding orders available in the market...
It stands for fair presentation; an accounting standards' requirement that an entity's financial statements should be presented in a fair...