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An Introduction to Repo Markets, Third Edition by Moorad Choudhry

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ABBREVIATIONS
ABNAsset Backed loan Note
ABSAsset Backed Securities
ALBAsset Liability Management
BBABritish Bankers Association
BISBank for International Settlements
BMABond Market Association
BoEBank of England
bp, bpsBasis point(s)
CADCapital Adequacy Directive
CDCertificate of Deposit
CDOCollateralised Debt Obligation
CGOCentral Gilts Office
CMBSCommercial Mortgage Backed Security
CPCommercial Paper
CSFBCredit Suisse First Boston
CTDCheapest To Deliver
DBVDelivery By Value
DVPDelivery Versus Payment
EADExposure At Default
ECUEuropean Currency Unit (former term for
EDSP′euro′) Exchange Delivery Settlement Price
ELExpected Loss
EURIBOR, EuriborEURo InterBank Offered Rate
FRAForward Rate Agreement
FRNFloating Rate Note
FVFuture Value
GCGeneral Collateral
GEMMGilt Edged Market Maker
GESLAGilt Edged Stock Lending Agreement
GMRAGlobal Master Repurchase Agreement
HICHold In Custody
ICMAInternational Capital Markets Association
IRBInternal Risk Based
IRRImplied Repo Rate
ISDAInternational Swap Dealers Association
ISMAInternational Securities Market Association
LGDLoss Given Default
LIBID, LibidLondon Interbank BID rate
LIBOR, LiborLondon InterBank Offered Rate
LIFFELondon International Financial Futures Exchange
MRemaining Maturity of an asset
MBSMortgage Backed Securities
MRAMaster Repurchase Agreement
NPVNet Present Value
OECDOrganisation for Economic Cooperation and Development
O/NOvernight
OSLAInternational Stock Lenders Association
OTCOver The Counter
PDProbability of Default
PSAPublic Securities Association
PTEPortuguese Treasury ...

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