A foreign bond that is publicly floated in Japan and denominated in currency other than yen (hence it is called…
The market risk (MR) that arises from the broad dynamics of a market, rather than any individual sector or partition....
The cash leg of a repo transaction is the original purchase price paid by the lender (cash payer) to the...
The rate of interest at which commercial banks borrow money, for short-term periods, from the central bank in a given...
The rate of interest at which commercial banks borrow money, for short-term periods, from the central bank in a given...
A repo (repurchase agreement), specifically an open repo, that which extends for longer periods that usual. It comes with an...
An autocall (autocall product) that pays a conditional coupon, in addition to the possibility of an early redemption of capital...
An autocallable yield note (AYN) that is linked to the lowest performing amongst a number of underlyings (e.g., shares). The...
An autocall note that provides pre-defined returns from a host of underlying assets (shares) in a relatively flat or even...
The price value of a basis point of a bond is a measure of the bond price volatility to interest…