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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