Contemporary Finance

Index

• Page numbers followed by f and t refer to figures and tables, respectively.

• absolute priority rule 154
• accounting:
  • bank standards for 273, 312–314
  • double-entry (see double-entry accounting)
  • equilibrium (see equilibrium accounting)
• active management 117–122
• additional Tier 1 capital (AT1) 318
• Adjustable Interest Rate (LIBOR) Act of 2022 96
• adjustment, external 259
• administered rate 289
• administrative guidance 273
• Administrative Procedure Act (APA) 273
• advanced approach 315–317
• adverse price impact 190
• adverse selection 41, 150, 190
• agency MBS 172
• aggregational Gaussianity 62
• algorithmic trading system 15
• Allianz Global Investors 125–126
• allowance for loan and lease losses (ALLL) 312
• alternative investment 11–12, 122–126
• Alternative Trading Systems (ATS) 15
• American International Group (AIG) 278, 300
• American option 98
• ample reserves 341–342
• anomaly 113
• arbitrage 114–115, 280
• arbitrage pricing theory (APT) 86
• arithmetic return 19–22, 20f
• Arrow-Debreu model 38
• Asian crisis 246
• asset(s) 6–12
  • alternative investments 11–12
  • balance-sheet 315
  • commercial banking 196f
  • deferred (see deferred asset)
  • defined 3
  • digital currencies 7
  • equity, loans, and bonds 7–9
  • foreign exchange 7
  • information-insensitive (see information-insensitive asset)
  • money and money markets 6–7
  • net foreign (see net foreign asset)
  • positions and risk exposures 12–14
  • prices (see asset price)
  • returns from (see asset returns)
  • risk-free (see risk-free asset)
  • riskless (see riskless asset)
  • safe (see safe asset ...