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The Money Markets Handbook: A Practitioner's Guide by Moorad Choudhry

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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) ...

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