January 2005
Beginner
400 pages
10h 18m
English
Index
ABCP conduit
Acceptance
Accreting swap
Act/360
Act/365
Act/act
Amortisation
Amortising
Annualised percentage
Annuity
APR
Arbitrage
Arithmetic average
Ask
Asset-backed commercial paper (ABCP)
Asset-backed securities (ABS)
Asset-liability committee
Asset-liability management
Assets
Auction
Average life
Balance sheet
Bank bills
Bank for International Settlements (BIS)
Bank of England
Bankers acceptances
Banking book
Basel Accord
Basel I
Basel II
Basis
Basis risk
Basis swap
Basis trading
Basket total return swap
Benchmark
Bid
Bid-offer spread
Bills of exchange
Blended rate
Bloomberg
Bootstrapping
Borrowed funds
Borrower
British Bankers Association (BBA)
Broker
Broker-dealer
Bucket
Bullet
Call option
Callable bond
Callable repo
Cap
Capital
Capital adequacy
Capital ratio
Capital requirements
Certificate of deposit (CD)
Clearing bank
Clearstream
Collar
Collateral
Commercial paper (CP)
Committed repo
Conduit
Cost of capital
Cost of funding
Counterparty
Coupon
Credit card receivable
Cross-currency repo
Current assets
Current yield
Day count basis
Dealing sheet
Default
Delivery date
Demand deposit
Derivatives
Direct financing
Discount
Discount function
Discount instruments
Discount rate
Duration
Effective rate
Effective yield
Equivalent yield
Euribor
Euroclear
Eurocurrency
Eurodollar
Eurodollar future
Exchange-traded
Extendable commercial paper
Extendable notes
Extrapolation
Fabozzi, Frank J.
Face value
Federal Reserve
Finance
Fix
Fixed coupon
Fixed Income
Floating rate note (FRN) ...
