An Introduction to Bond Markets, Fourth Edition

ABBREVIATIONS

ABS	Asset Backed Securities
ALM	Asset Liability Management
ASW	Bloomberg term for Asset SWap
BBA	British Bankers Association
BIS	Bank for International Settlements
BoE	Bank of England
BPV	Basis Point Value
B-S	Black-Scholes
CBOT	Chicago Board of Trade
CDs	Certificates of Deposit
CDO	Collateralised Debt Obligation
CDS	Credit Default Swap
Cedel	Centrale de Livraison de Valeurs Mobilières
CGO	Central Gilts Office
CLN	Credit Linked Note
CMO	Collateralised Mortgage Obligation
CP	Commercial Paper
CPI-U	Consumer Price Index (US)
CSFB	Credit Suisse First Boston
CTD	Cheapest To Deliver
CUSIP	The bond identification number for US securities
D&P	Duff & Phelps Credit Rating Co.
DBV	Delivery By Value
DES	DEScription (Bloomberg screen)
DMO	Debt Management Office
DVBP	Dollar Value of a Basis Point
DVP	Delivery Versus Payment
ECB	European Central Bank
EIB	European Investment Bank
EMTN EMTN	Euro Medium Term Note,
EURIBOR, Euribor	EURo InterBank Offered Rate
Fitch	Fitch Investors Service, Inc.
FRA	Forward Rate Agreement
FRN	Floating Rate Note
FSA	Financial Services Authority
FX	Foreign eXchange
GC	General Collateral
GDP	Gross Domestic Product
GEMM	Gilt Edged Market Maker
GMRA	Global Master Repurchase Agreement
GNMA	Government National Mortgage Association
GRY	Gross Redemption Yield
HP	Hewlett Packard
IAN	Indexed Amortising Note
ICMA	International Capital Market Association
IDN	Interest Differential Note
IG-GEMM	Index-linked Gilt Edged Market Maker
IMF	International Monetary Fund
IR	Interest Rate
IRR	Internal Rate of Return
ISDA	International Swap Dealers Association
ISIN	International ...