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Repo Marking To Market

A repo (repurchase agreement) that is repriced on a daily (or even intraday) basis to reflect changes in current market...

Accepting House

In the United Kingdom, a financial company (such as a bank, merchant bank, etc) that endorses a bill of exchange…

Advance Refunded Bond

A bond which is mainly issued to refinance previously issued bonds that carry higher coupons than current market. An advance…

Approved Deferred Share Trust

A trust fund that a company creates for the purpose of buying shares in itself for the sake and benefit…

A-Shares

A share of common stock, commonplace in the United Kingdom, that confers rent rights, but no control rights, on its…

Commercial Mortgage-Backed Security

A fixed-income security (investment, instrument, etc.) that is backed by mortgage loans on commercial real estate rather than residential properties...

CMBS

It stands for commercial mortgage-backed security; A CMBS is a fixed-income security (investment, instrument, etc.) backed by mortgage loans on...

Active Management Return

The return which is earned by an actively managed portfolio in excess and over an average market return (benchmark). Active…

Collared FRN

A floating-rate note (FRN) which has a minimum and a maximum interest rate, i.e., an embedded collar. This collar has…

Zero Spread

The spread that would be realized over the whole risk-free spot rate curve if a given risky security such as…