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Risk-Free Interest Rate

The interest rate that would exist on a riskless asset/ investment/ security, given that expected inflation is zero. Such a...

RFR

It stands for risk-free rate; the interest rate that would exist on a riskless asset/ investment/ security, given that expected...

Risk-Free Rate

The interest rate that would exist on a riskless asset/ investment/ security, given that expected inflation is zero. Such a...

Margin

Highly liquid collateral that is required (to be posted) in order to cover adverse market price movements. This reflects the…

Original Margin

An amount of cash that is deposited or collateral (eligible securities) that is posted with a clearing house to ensure...

Fair Value of a Warrant

The fair value of a warrant is the best estimate of its worth using a set of relevant inputs at...

Principal Risks

A category of risk that includes all key risk exposures for an entity, whilst conducing business. This spans a broad...

Long-Term Debt

The amounts of money (funding) that an issuer raises through the sale of long-term securities. It represents part of an…

Funded Debt

The amounts of money (funding) that an issuer raises through the sale of long-term securities. It represents part of an…

Performance Bond

An amount of cash that is deposited or collateral (eligible securities) that is posted with a clearing house to ensure...