Index
A
A note
ABN Amro
ABS
Acceptance
Accrued interest
Act/360
Act/365
Agencies
Agent
All-in price
ALCO see ALM Committee
ALM see Asset–liability management
ALM policies
American options
Amortising
Amortising bond
Amortising mortgages
Amortising swaps
Annualised
Conventional bonds
Interest rate
Percentage
Annualised percentage rate
Annuity
Applications
Asset swaps
Credit default swaps (CDSs)
Credit-linked notes (CLNs)
Total return swaps (TRSs)
Approaches to pricing
Approximate duration
APR see Annualised percentage rate
Arbitrage
CDOs
Pricing theory
Trading
Transactions
Arbitrage-free pricing
Arranger
Ask price
Asset-backed bonds
Asset-backed commercial paper (ABCP)
Conduit
Asset-backed securities (ABSs)
Asset class
Credit risk as
Asset coverage
Asset–Liability Management (ALM)
Funding risk
Function
Asset swaps
Asset-backed mortgages
Credit default swaps
Mortgage-backed securities (MBSs)
Securitised asset swaps
Spread
Structuring of
Synthetic security structure
Asset types
Auction
Auto-loan-backed securities
Analysis
Description
Average life
Average return
B
Bailouts
Balance sheet CDO
Motivation
Structure
Balance sheet management
Bank asset
Bank bills
Bank of England
Bank of International Settlement (BIS)
Bank risk
Bankers acceptances
Banking book
Bankruptcy
Bankruptcy remote
Barings
Basel Accord
Basel Capital regime
Basel I
Basel II
Bank asset
Credit derivative
Risk weights
Securitisation
Sovereign debt
Standardised approach
Basel rules
Basis
Basis point value
Basis points (bps) ...
