It stands for specific wrong way risk; a type of wrong way risk (WWR) that comes into play because of…
It stands for multi-name credit default swap; a credit default swap (CDS) in which the underlying reference is more than...
It stands for single-name credit default swap; a type of credit default swap (CDS) where there is only one reference...
An acronym for wrong way risk; the risk that arises when a counterparty risk is adversely correlated with the credit...
An abbreviation for non-equity option; an option that is written on foreign currencies, bonds, and other debt issues, commodities, metals…
The price differential between ten-year Treasury note futures and Treasury bond futures. Realizing profits from taking a view on this…
An FRN that is embedded with caps or collars (caps and floors) so that the floating rate movement (adjustment) is…
It stands for contra midpoint only; a non-displayed order type that is priced at the midpoint between the best bid...
A form of financing that has the characteristics of both debt and equity, and hence appears as a distinct element...
It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…