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DP

It stands for decision price; the price of a security (e.g., a stock) that drives the decision of a market...

RV

It stands for realized variance or realized volatility; a realized variance a measure of rate/ price variability associated with the...

RV

It stands for replacement value; the replacement value of an asset is the cost that entity (broadly, the user) has...

CDO-2

A collateralized debt obligation (CDO) that is backed by other collateralized debt obligations. Differently stated, it is an asset-backed security...

ITMF

It stands for in-the-money forward; a special case of an in-the-money option (ITM option) in which the spot price or...

CCB

It stands for countercyclical capital buffer; a precautionary risk management tool (part of the Basel III agreement) that is used...

CPO

It stands for contingent payment option or contingent premium option; an option contract for which no premium is paid upfront by the buyer...

IAS

It stands for indexed annuity swap; a CPI-linked swap where the floating leg is indexed to a consumer price index...

DD

It stands for distance to default; a measure of risk that is based on the probability distribution of the income...

DWR

It stands for directional way risk; the summation of right way risk (RWR) and wrong way risk (WWR); it represents...