A synthetic collateralized debt obligation (synthetic CDO) that is based on a CDS index, where each tranche is associated with...
A tranche that has a tailor-made exposure to a specific segment of an index loss distribution. It allows market participants...
The premium on an index tranche (CDS index tranche) is the spread paid by the protection buyer that equates the...
A published index that provides a measure of the proportionate, or percentage, changes in the price of goods and services...
A fixed-income index that is calculated as the average rate at which major commercial paper dealers (issuers and resellers) offer...
It stands for buffered enhanced return note; a structured note that offers an enhanced return (upside participation) depending on the…
An index that is composed of securities that represent the overall market. The index includes a sufficiently diverse set of...
It stands for buffered return enhanced note; a structured note that offers an enhanced return (upside participation) depending on the…
A futures contract whose underlying is a stock index (such as the S&P 500 in the United States). This contract...
An absolute return barrier note (ARBN) (a structured product) in which the coupon is linked to an underlying security or…