Index
AAA-rated institutions
accrual
accrued interest
accruing period
advisory services
AIFUL Corporation
arbitrage
free framework
internal
Argentina
CDS spread
default
ASEAN
Asian Development Bank
Asset-Backed Securities
tranches
asset liability management
asset swap
buyer
cross currency
par
proceeds or market
seller
spread
Association of South East Asian Nations, see ASEAN
bankruptcy
Basel agreements
basis
currency
tenor
Belgium
benchmark
bond
for borrowing
for investment
swap rate
bid quote
bid-offer spread
Black-Scholes theory
Boeing
bond
amortizing
average maturity
buy back
calling
coupon
duration
expected recovery
fixed-rate
floating-rate
junk
nominal value
par value
perpetual
physical exchange
prepayment option
price
price, clean
price, dirty
pricing
principal
principal profile
putting
rebalancing
riskless
risky
secondary market
sold at a discount
sold at a premium
structured coupon
vanilla
yield
zero coupon
zero recovery
bond-CDS basis
bootstrapping
hazard rate curve
interest rate curve
borrower
borrowing
entity
level
Brazil
Bretton Woods agreements
BRIC countries
Brunei
Burma
Côte d’Ivoir
Cambodia
capital control
capital markets
capital requirement
carry trades
CDS
accrued spread
coupon, see Premium
emerging markets
frequency of payment
inverted curve
naked
new quotation
premium
premium leg
principal
quanto
recovery leg
recovery rate
reference obligation
risky annuity
running coupon
spread
up-front premium
CDS level, see CDS spread
CDS rate, see CDS spread
China
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