A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...
The interest-only (OI) portion of a mortgage loan. Financial institutions, especially mortgage financing firms, separate a series of interest payment...
An abbreviation for asset swapped convertible option transaction; this structure combines both an option and an asset swap. In other...
It stands for hope for a market stabilization in a given range, which is one of the numerous names for...
It stands for hedge ratio; the ratio of the value of long or short futures contracts to the value of...
It stands for principal-only swap; a type of currency swaps which involves the exchange of principal between two currencies. In...
It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...
It stands for single stock futures; a futures contract in which the underlying asset is one specific stock of a...
An abbreviation for margin valuation adjustment. It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the...
It stands for basis point value; a tool that is used to measure interest rate risk, especially that associated with...