Financial Markets

Financial Markets2018-11-07T12:20:46+00:00
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What is a security market line?

The CAPM enables the plotting of a security market line (SML), which illustrates that the expected return on an individual...

What is an ABCP conduit?

An ABCP conduit is the bankruptcy remote special purpose vehicle (SPV) that is set up and operated by the program’s...

What is convexity?

Convexity (γ) is a measure of the sensitivity and stability of duration over the yield curve, it describing the nonlinear...

What are the money market yields?

What are bank discount yield (BDY) and effective annual yield (EAY)?
What are holding period yield (HPY) and money market yield (MMY)?

What is the money market?

The money market is the financial market for high-quality debt instruments issued with an original maturity of up to one...

What is ABCP?

By means of ABCP, securitization is applied to short-term corporate funding.  Asset-backed commercial paper (ABCP) is commercial paper (CP) that...
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