Index
A
AAA-rated
ABCP see Asset-backed commercial paper
ABS see Asset-backed securities
Acceptance
Accreting Accrued Interest
Accrued interest
ACT/360
Act/365
Adjustable-rate mortgage
Agencies
Agency mortgage-backed securities
Agent
ALCO see ALM Committee
ALM see Asset-liability management
ALM Committee
Agenda
Objectives
Reporting
Responsibility of
ALM policies
Amortisation
Amortised bonds see Bonds
Amortising
Analysing
Analytics
Anderson
Annualised
Conventional bonds
Interest rate
Pension
Annual payment rate
Annuity
A note
Arbitrage
Collateralised debt obligations (CDOs)
Trading
Arbitrage-free pricing
Arithmetic
Average
Asset-backed bonds
Asset-backed commercial paper (ABCP)
Conduit
Asset-backed securities (ABSs)
Asset class
Credit risk as
Asset coverage
Asset Liability Committee (ALCO)
Agenda
Business best practice
Country
Governance
Group ALCO
Local
Management information (MI)
Membership
Pack
Regional
Terms of reference
Asset liability management (ALM)
Funding risk
Gap risk
Guidelines
Liquidity risk
Policy
Practice
Risk and return
Smile
Asset-linked swap
Asset swaps
Credit default swaps
Mortgage-backed securities (MBSs)
Securitised asset swaps
Spread
Asset types
Association
At-the-money
Auction
Australia
Average life
Average return
B
Bailouts
Balance sheet CDO
Balance sheet management
Bank asset
Bank bills
Bank for International Settlements (BIS)
Banking book
Policy,551
Bank of England
Bank risk
Bankruptcy remote
Barbell
Barings
Basel Accord
Basel Capital regime
Bank asset ...
