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Senior CDO Tranche

A CDO tranche that constitutes the most senior tranche of a CDO (collateralized debt obligation) issue. Given its seniority as...

Orders When Distributed

A financial transaction that involves trading a security that has not yet been issued, but rather is scheduled to be…

Access Bond

A type of mortgage that allows borrowers to take out loans against extra capital added into the account. In this…

Balloon Interest

A higher interest that is paid on the longer maturity bonds of a serial bond issue. In other words, a...

Memory

A memory feature of a structured product (e.g., autocall/ autocallable) that if activated, and if on any coupon observation date...

Coupon Barrier

The spot price level above which a coupon (for a structured product such as an autocall) will be paid. It...

Phoenix Autocall without a Memory

A phoenix autocall that has no memory. In other words, it is an income product (income-paying structure) that provides a...

Memoryless Phoenix Autocall

A phoenix autocall that has no memory. In other words, it is an income product (income-paying structure) that provides a...

Autocall Barrier

In relation to autocalls or autocallable products, it is a certain percentage of the underlying’s initial spot as defined at...

Unfunded Tranche

A synthetic CDO tranche in which the CDO investor doesn't pay the notional amount of the tranche at inception, that...