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An Introduction to Bond Markets, Fourth Edition by Moorad Choudhry

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ABBREVIATIONS
ABSAsset Backed Securities
ALMAsset Liability Management
ASWBloomberg term for Asset SWap
BBABritish Bankers Association
BISBank for International Settlements
BoEBank of England
BPVBasis Point Value
B-SBlack-Scholes
CBOTChicago Board of Trade
CDsCertificates of Deposit
CDOCollateralised Debt Obligation
CDSCredit Default Swap
CedelCentrale de Livraison de Valeurs Mobilières
CGOCentral Gilts Office
CLNCredit Linked Note
CMOCollateralised Mortgage Obligation
CPCommercial Paper
CPI-UConsumer Price Index (US)
CSFBCredit Suisse First Boston
CTDCheapest To Deliver
CUSIPThe bond identification number for US securities
D&PDuff & Phelps Credit Rating Co.
DBVDelivery By Value
DESDEScription (Bloomberg screen)
DMODebt Management Office
DVBPDollar Value of a Basis Point
DVPDelivery Versus Payment
ECBEuropean Central Bank
EIBEuropean Investment Bank
EMTN EMTNEuro Medium Term Note,
EURIBOR, EuriborEURo InterBank Offered Rate
FitchFitch Investors Service, Inc.
FRAForward Rate Agreement
FRNFloating Rate Note
FSAFinancial Services Authority
FXForeign eXchange
GCGeneral Collateral
GDPGross Domestic Product
GEMMGilt Edged Market Maker
GMRAGlobal Master Repurchase Agreement
GNMAGovernment National Mortgage Association
GRYGross Redemption Yield
HPHewlett Packard
IANIndexed Amortising Note
ICMAInternational Capital Market Association
IDNInterest Differential Note
IG-GEMMIndex-linked Gilt Edged Market Maker
IMFInternational Monetary Fund
IRInterest Rate
IRRInternal Rate of Return
ISDAInternational Swap Dealers Association
ISINInternational ...

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