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Guarantor Risk

The risk that a guarantor of a structured product becomes insolvent, and as a result defaults on its obligations associated...

YEP

It stands for yield enhancement product; a structured product that provides a predefined yield in return for a downside risk....

Yield Enhancement Product

A structured product that provides a predefined yield in return for a downside risk. If the price or rate of...

CRP

It stands for country risk premium; the risk premium (additional return) that investors expects to earn from investing in a...

Country Risk Premium

The risk premium (additional return) that investors expects to earn from investing in a foreign country as a compensation for...

Regulatory Haircut

In general, haircut involves a reduction in the level of a "monetary" amount that would otherwise be available for a...

Regulatory Capital Haircut

A haircut (margin discount) that is applied to a regulatory capital. This category of capital is defined as the minimum...

Collateral Run

The rush by cash borrowers (collateral providers) to withdraw their securities posted as collateral to a dealer (broker-dealer) through deals...

GC-SC Repo Rate Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

Repo Rate Spread

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...