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Special Collateral Repo Rate

A repo rate that is associated with special collateral securities. It is the interest rate a lender in the repo market...

GC Repo Rate

A repo rate that is associated with general collateral securities (GC securities) such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc....

General Collateral Rate

A repo rate that is associated with general collateral securities such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc. It is...

General Collateral Repo Rate

A repo rate that is associated with general collateral securities such as Treasury bonds and notes, mortgage-backed securities, agency-sponsored securities, etc. It is...

Repurchase Agreement

Also a repo agreement, it is a financing transaction that mainly involves government securities, where a dealer or a holder...

Consumer Whole Loan Repo

A type of whole loan repo in which the collateral is a consumer debt such as credit card and automobile...

Due-Bill Repo

A form of repurchase agreement (repo) in which the borrower of cash doesn't deliver out the collateral, but rather keeps...

Collateral Transformation

A type of transformation in which involves a temporary exchange of less liquid forms of collateral for liquid collateral. Typically,...

CollVA

It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...

ColVA

It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...