An interest rate risk measure that captures sensitivity to changes in the interest rate yield curve (e.g. the LIBOR curve). It...
A ratio that relates the annual dividends from a common or preferred stock to the stock’s market price per share: Dividend yield = dividends...
A structured product (structured certificate) that allows the holder a positive participation to the downside of the underlying stock or asset. It...
Repo premium may hold different meanings depending on context. In general, it denotes the additional amount a bank in a...
The specialness of a repo (repurchase agreement). It is the difference between interest earned on a security posted as a...
The difference between interest earned on a security posted as a loan's collateral and the prevailing interest rate for loan...
A bond (or debt security) is redeemable at par when the holder has the right to receive its par value upon redemption or on maturity date....
A stock trading with rights on entitles new buyers, rather than sellers, to receive rights that have been declared but not yet...
A note that gives the issuer the right to buy back (call or redeem) the note at a predetermined price...
A stock trading with cum rights entitles new buyers, rather than sellers, to receive rights that have been declared but not yet...