ABC Costings · 191, 200
ABS · 132
Acceptances · 111, 115,
116, 118
Accrual Basis · 167,
200
Accrued Interest · 40,
43, 94, 127, 139
Activation Bars · 231,
252
Active Treasury · 46
Actives · 45, 94, 95,
147
Activity Based Costing
· 191, 200
Activity Diagrams ·
232, 252
Actor · 83, 226, 252
Actual days · 39
Administration · 184
ADRs · 94, 96
AIBD · 138
Allied Markets · 94
Allocated Percentage ·
123
American Auction · 122,
147
American Option · 157,
167
Arbitrage · 51, 55,
108, 167
Arbitrage CDOs’ · 134
Asset Backed Securities
· 132
Asset Management · 28
Asset Swap · 165, 167
Association of
International Bond Dealers · 138
Auction · 38, 39, 71,
72, 73, 94, 96, 99, 122, 123, 124, 127, 147, 149, 150, 152
Auctioning · 147
Australian Government ·
143
Commonwealth
Government Securities -CGS · 143
Savings
Bonds · 143
Treasury
Adjustable Rate Bonds · 143
Treasury
Bonds · 143
Treasury
Indexed Bonds · 143
Treasury
Notes · 143
Austrian Government ·
143
Österreichische
Bundesfinanzierungsagentur Bunds · 143
Average Yield · 147
Axes · 74, 94
Back Office · 25, 28,
34, 63, 94, 250, 251
Back-To-Back Loans ·
167
Backwardated Yield
Curve · 55
Balance Sheet · 189,
200
Baltic Exchange · 71
Bank Holding Companies
· 20, 111, 115, 116
Bank of France · 65
Bank Reconciliation ·
189, 200
Bankers Acceptance ·
42, 181
Banking Act 1933 · 110
Barbell · 53, 94
Basis Point · 41, 66,
94
Basis Point Risk · 64,
66
Basis, The · 45, 94,
156, 167
Basle 1 · 128, 193,
194, 195, 196, 197, 198
Basle 2 · 142, 174,
184, 190, 193, 194, 195, 197, 199, 200
Basle Accords · 193,
200
Bear · 32
Bear Market · 135
Bear Squeeze · 65, 95,
98, 101
Bearer · 135, 136, 137,
138
Bearer Securities ·
114, 116, 131
Belgium Government ·
143
BTBs -
TBs · 143
Certificats
de Trésorerie · 143
CTs -
Certificats de Trésorerie · 143
Obligations
Linéaires Ordinaires · 144
Benchmark · 45, 47, 50,
51, 57, 61, 63, 72, 83, 86, 94, 95, 103, 110, 117, 118, 122, 125, 147, 148,
151, 155, 167, 168, 169, 185
Benchmark - Old · 124
Benchmark Premium · 61
Beta · 61, 95
Big Bang · 34, 95
Bills · 39, 97, 111,
128, 182
Black Monday · 65
Black-Scholes · 69,
158, 167
Bobls · 144
Bollinger Curve · 78,
95
Bond Association, The ·
133, 152
Bonds · 38, 64, 67, 94,
99, 120, 121, 131, 133, 135, 147, 152
Bond-washing · 138
Bonos
Spanish
State Bonds · 145
Book - Trader’s · 26,
30, 62, 63, 64, 68, 76, 83, 85, 95, 98, 100, 106, 111, 114, 115, 124, 141, 157,
225, 250
Bookbuilding · 73, 95
Book-entry Transfer ·
131
Bookrunner · 95, 101,
125, 126, 149, 151
Boolean Values · 239,
245, 252
BOTs - Buoni Ordinari del Tesoro,Italy · 144
Brady Bonds · 131, 147
Branch Desk · 95
Branch Network · 17,
20, 28
Breakout Points · 78
Bridge, The · 138
Bridging Finance · 180
BTF · 144
BTPi - Indicizzato all’Inflazione · 144
BTPs · 144
Building Societies ·
69, 161
Bull · 32, 159
Bull Market · 135
Bulldog · 138, 147
BundesBank · 65, 147
Bunds · 49, 123, 127,
144
Business Analyst · 26,
193, 204, 209
Business Case · 210,
212, 213, 252
Business Divisions ·
18, 28
Butterfly · 53
Cable · 116
Call Features · 64
Call Money · 112, 116
Call Option · 136, 157,
158, 159, 167
Callable · 121, 124
Canadian Government ·
143
Bonds
· 143
Canada
Bills · 143
Canada
EMTN · 143
Canada
Notes · 143
Real
Return Bonds · 143
Treasury
Bills · 143
Treasury
Bond · 143
Cap · 160, 167
Capital · 37, 42, 48,
50, 65, 120, 121, 128, 129, 130, 131, 133, 147, 150, 165, 181, 183, 184, 193,
194, 197, 201
Capital Asset Pricing
Model (CAPM) · 61, 95
Capital Gains · 44
Capital Issuance · 136
Capital Markets · 14,
16, 17, 20, 29, 111, 118
CAPM · 61, 95
CARDS · 133
Carry Trades · 109
CASE Software · 235,
252
Cash-Flow Statement ·
200
CATS · 131
CBOT · 63, 95, 155
CCTs - Certificati di Credito del Tesoro - Italy ·
144
CDs · 110, 114, 115,
116, 118, 223
Cedel · 121, 147, 148
Cent · 107, 116, 118
Central Bank · 17, 56,
57, 72, 84, 95, 113, 123, 134, 135, 147, 150, 162, 250
CFDs · 166
Chart of Accounts ·
189, 200
Cheapest to Deliver ·
45
Cheapness · 46, 47, 51,
56, 62, 68, 86, 88, 132, 156, 164
Chicago Board of Trade
· 95, 155
Chicago Mercantile
Exchange · 155
Chinese Walls · 60
Class Diagram · 227,
252
Clean and Dirty Pricing
· 39
Clearstream · 121, 138,
147
Client Reporting
Management/CRM · 191, 200
CMOs · 69, 132, 133,
134, 148
Collaboration Diagrams
· 252
Collar · 160, 167
Collateralised Debt
Obligation
Balance
Sheet · 134, 147
Cash ·
134, 147
CDOs ·
130, 132, 134, 135, 147, 148, 165, 183, 197, 200
Collateralised Mortgage
Obligations
CMOs ·
133, 148
Commercial Bank, The ·
17, 19, 28, 105
Commercial Banking ·
18, 28, 115, 172, 173
Commercial Paper · 39,
42, 94, 111, 115, 116, 118, 120, 121, 125
Common Stock · 36
Commonwealth Government
Securities · 143
Confirmed Bill’ · 181
Confirmed LC · 182
Consols · 145
Contango · 45
Contract Date · 155,
168
Contract for
Differences · 110, 116, 118, 153, 155, 166
Contract For
Differences · 168
Contract Note’ · 112
Controlling Interest ·
174
Convertible Bond · 135, 148
Convertibles · 136
Convexity · 49, 96
Corporate Finance · 28,
29, 192, 196, 220
Correspondence Banking
· 28
Cost centre · 191
Coupon · 38, 39, 42,
43, 45, 96, 97, 99, 100, 122, 124, 128, 129, 130, 131, 147, 148, 150, 152
Coupon Clipping · 131
Covenants · 176, 184
Covered Put · 168
Credit Line · 180
Credit Rating · 67, 96,
112, 116, 121
Credit rating risk · 66
Critical Path · 252
Critical Staff
Provisions · 176
CRM - Client
Relationship Management · 191, 198, 200
Cross Rates · 117
Cross-Guarantees · 174
Cross-market Risk · 66
CSV or Comma Separated
Variable · 250, 252
CTZ - Certificati del Tesoro Zero - Italy · 144
Curve
Constant
Maturity · 56, 96
Fitted
· 46, 57
Implied
Forward Rate · 56
Par ·
56, 57, 100, 150
Zero ·
56
Curve: · 51
Data
Mining · 203, 248, 252
Data warehouses · 241
Database Administrator
or DBA · 26, 205, 209, 218, 252
Datamarts · 252
Data-warehouses · 252
Day Count · 39, 114
30/360
· 39
30/360E
· 39
Actual/360
· 39
Actual/365’
· 39
Actual/Actual
· 39
Daylight Risk · 70, 96
Debenture · 180
Delta · 50, 66, 96, 168
Delta Feed · 243
Depos · 112, 117
Deposit Receipts
American
- ADRs · 74, 97
European
- EDRs · 74, 96
Global
- GDRs · 74, 97
Derivatives · 66, 69,
96, 100, 105, 153, 183, 196, 247, 249, 251
Derivatives - Credit ·
165
Disaster Recovery Plan
· 68, 70
Discount Yield · 42, 96
Disintermediation ·
173, 196
Dividend Coverage · 47
Dividend Yield · 47
Documentary Letters of
Credit · 182
Double Dip · 79, 96
Double-entry
book-keeping · 189
Dr. E. Codd · 237, 252
Draw Down · 184
DTC – Dutch TBills ·
144
DTS – Dutch State Loan
· 144
Due Diligence · 73,
125, 174
Dutch Auction · 96, 122
Dutch State Loan · 144
Dutch Treasury
Certificates · 144
Entity Relationship
Diagrams’ · 239
Equities · 32, 73, 113,
250
Equity · 16, 36, 46,
47, 61, 64, 66, 67, 73, 95, 97, 101, 120, 128, 131, 132, 134, 141, 148, 150,
152, 193, 201
Equity Hybrid · 121,
135, 148
Equity Market · 57, 97
ER Diagrams · 253
ERM – European Rate
Mechanism · 65
ETL/Extract Transform
Load · 214, 245, 253
EURIBOR · 114, 117,
129, 163, 185
Euro · 65, 73, 101,
106, 107, 110, 114, 115, 117, 120, 121, 123, 125, 135, 136, 138, 147, 148, 149,
151, 184, 185, 196
Euro Commercial Paper ·
115
EuroClear · 121, 138,
147, 148
European · 137
European Savings Tax
Directive - ESD · 148
Exchequer · 65
Exotic · 117, 170
Expensiveness · 40, 41,
46, 50, 60, 62, 65, 68, 86, 95, 97, 123, 128, 132, 138, 139, 140, 159, 189,
207, 251
Expiry Date · 168
Face · 38, 97, 99
Face Value · 38, 43
Facilities · 16, 17,
111, 141, 150, 185, 196, 199
Facilities -Foreign
Exchange · 172
Factoring · 28, 183
Fails · 40, 97
Fat Finger Syndrome ·
70, 97
Feasibility Study ·
212, 217, 221, 253
Fed · 68, 84, 110, 131,
135, 146, 148
Fed Funds · 84, 110,
112, 113, 117, 139
Fed Window · 113
Fed Wire · 131, 140
Federal Home Loan Board
· 45
Federal Reserve Bank ·
113, 146
Fibonacci Series · 80
Finance Department ·
28, 188, 192
Financial Accounting ·
189, 200, 201
Financial Interest Note
· 176
Financial Services
Authority · 145
Financing Cost · 97
Financing Desk · 34, 97
Fine Price · 40, 97
Fisher Black · 158
Fitch · 67
FIX · 245
Fixed Income · 32, 34,
36, 41, 42, 43, 48, 64, 71, 73, 94, 95, 96, 97, 98, 99, 101, 105, 111, 113,
118, 120, 165, 183, 184
Fixed Income Markets ·
120
Flat Yield · 42, 97
Floating Rate Note ·
114, 120, 121, 127, 128, 143, 144, 148, 170
Floor - Trading · 249
Floor - Treasury · 106
Flow-chart · 224, 252
Foreign Exchange · 105,
106, 107, 117
Forward Forwards · 117
Forward Rate Agreement
· 113, 117
Forwards · 66, 105,
108, 109, 117, 153, 155, 156, 168
FRAs · 113, 117, 168
Frederick Robertson
Macaulay · 48
French Government · 144
BTANs
· 144
BTF ·
144
OATi ·
144
Obligations
Assimilables du Trésor · 144
TEC10
OATs · 144
Front Office · 28, 29,
30
FSA · 145
Full Service Funds ·
59, 97
Full, Price · 39
Fundamental Analysis ·
77
Fundamental Analyst ·
96
Fungible · 124, 148
Futures · 44, 45, 68,
90, 105, 106, 143, 153, 155, 156, 157, 158, 160, 167, 168, 169, 170
Futures Contract · 63,
96, 112, 155, 158, 166
Futures Exchange · 45,
125, 155, 168
FX · 28, 62, 106, 107,
110, 112, 113, 117, 118, 119, 162, 163, 164, 168, 169, 192, 223, 247, 250
GAAP · 107, 117
Gantt Chart · 209, 217,
219, 253
Gap Report · 107, 117
Gearing · 66, 97, 174
General Collateral ·
140, 149
General Ledger · 189,
200, 212, 217
German Government · 144
Bubills
TBills · 144
Bundesanleihen
– Bunds Bonds · 144
Bundesobligationen
- Bobls 5yr · 144
Bundesschatzanweisungen
- Schaitze 2yr · 144
Gilts · 39, 97, 124,
145
Glass-Steigal Act · 110
Global Banks · 13, 25,
120, 198
Global Issues · 149
Glossary · 15, 28, 31,
94, 105, 116, 147, 167, 184, 200, 252
GNMA · 133, 149
Going on Special · 140
Golden Crossing · 78,
97
Goodhart’s Law · 194,
195, 200
Government Agencies ·
34, 149
Government Sponsored
Enterprises · 111
Govies · 149
Greek · 160
Gresham’s Law · 194,
201
GUI · 234, 246, 247,
253
Haircut · 139, 149
Harry Mankowitz · 61
Head and Shoulder · 79,
98
Head Office · 17, 19,
20, 23, 28, 188, 241
Hedge · 32, 33, 41, 51,
52, 64, 66, 75, 89, 98, 99, 107, 127, 140, 142, 150, 155, 160, 192, 198
Hedge Funds · 59, 68,
76, 141, 142
Hedge Instruments · 111
HIC Repos · 141
Highest Yield Accepted ·
149
Hit · 38, 90, 91, 98
Hybrid Derivative · 153
Hyper-Cube · 214, 245,
253, 254
ICMA · 121, 138, 149
Immunizing a Portfolio
· 48
Implied Forward Rate
Curve · 57
Implied Volatility ·
169
Index Tracking · 59,
98, 102
Indexed · 129, 130, 149
Initial Public Offering
- IPO · 73, 98
Institutional Sales
Desk · 95
Inter-Bank Market ·
111, 117
Internal Rate of Return
· 43
International Capital
Market Association · 121, 138
International Primary
Market Association · 138
International
Securities Market Association · 138, 149
International Standards
Organisation · 117
Intra-day Bar Charts ·
77
Investment Bank · 16,
17, 18, 24, 26, 28, 29, 30, 105, 175, 192, 198
Investment Grade · 67,
121, 149
IPMA · 138
IPO · 73, 98
Irredeemables · 128
Irrevocable LC · 182
ISMA · 138, 149
ISO · 107, 117
Italian Government ·
144
BTPi
- Indicizzato all’Inflazione · 144
Buoni
del Tesoro Polianuali · 144
Buoni
Ordinari del Tesoro - Tesoro · 144
Certificati
del Tesoro Zero · 144
Certificati
di Credito del Tesoro · 144
JAD · 206, 253
Japanese Candle-stick
Chart · 77, 98
Japanese Government
Bonds · 127, 145
Contribution,
Subsidy Bonds · 145
Financing
Bills · 145
Floaters
· 145
Indexed
Linked · 145
JGB
Enhanced Liquidity · 145
Special
Partnerships · 145
JK Galbraith · 69
Joint Application
Design’ · 206, 253
Journal · 189, 201
Junk · 61, 67, 69, 134
Kill or Fill · 75
Know Your Client or
‘KYC’ · 174
Lander · 144
Law of Unintended
Consequences · 194
Lead Manager · 95, 125,
137
Leasing · 29, 183
Leg · 118
Legal and Compliance -
L&C · 29, 139, 162, 174, 175, 187, 188, 220, 243, 251
Letras – Spanish TBills
· 145
Letters of Credit · 182
LIBOR · 114, 117, 118,
128, 162, 163, 167, 170, 184, 185, 189
Lift · 41
Lifted · 38, 41, 75, 98
Limit · 63, 106, 110,
153, 164, 167, 168, 193, 197, 246
Liquidity · 65, 98
Lloyd’s · 71
Loan Agreement · 105,
175, 176
Long · 38, 98
Long Bond Contract’ ·
45
Long Term Capital
Management (LTCM) · 68
Longs · 98
Long-Term Borrowing ·
181
Lowest Yield Accepted ·
149
Macaulay Duration · 48,
49, 69, 98
Major Currencies · 110,
118
Management Accountancy
· 190
Management Accounting ·
190, 201
Management Group · 125,
149
Management Logs · 212,
215, 253
Mandate · 149, 211,
212, 253
Margin Call · 155, 169
Margins · 73, 114, 155,
160, 165, 169
Marked-To-Market Or Mtm
· 60, 98, 167, 190, 200, 201
Market Intelligence ·
76, 99
Market Resistance · 78
Martingale · 68
Matures · 48, 99
McFadden Act · 110
Medium Term Notes ·
121, 125, 135, 150
Mediums · 99
Mergers &
Acquisitions – M&A · 29
Merton Miller · 158
Mezzanine Debt’ · 134
Michael Milken · 69,
134
Mickles · 108, 109
Middle Office · 29, 34
Mine · 38, 99
Modelling Failure · 68
Modern Portfolio Theory
· 61, 69
Modified Duration · 49,
54, 61, 64, 90, 96, 98, 99, 128, 129, 131, 140, 160, 168
Momentum Analysis · 99
Money Market Products ·
118
Money Markets · 36, 42,
105, 106, 110, 111, 118, 120
Monte Carlo Simulation
· 142, 150
Month Fixed · 112, 118
Moody’s · 67, 112
Moving Averages · 78,
84, 97
MTNs - Medium Term
Notes · 120, 121, 135, 150
Muckles’ · 108
Multiplicity · 228, 239
Munis · 44, 99, 146
Mutuals · 161
Myron Scholes · 158
NDFs and NDSs -
Non-Deliverables · 118
Negative Pledge · 176
Negotiable Instruments
· 114
Net Present Value · 43,
57, 99, 167, 169, 190, 201
Net Yield · 44, 99
Nikkei · 67, 80, 81
Nominal · 38, 39, 40,
42, 43, 99, 180
Non Deliverable
Forwards or NDFs · 110, 118
Non Deliverable Swaps
or NDSs · 110, 118
NonComs · 72, 99, 102,
123, 124, 150
Notes · 38, 39, 99,
120, 121, 127, 143, 150
NPV · 43, 57, 64, 99,
103, 115, 164, 169, 190, 200
NY Fed’s H15 Report ·
57
OATs · 127, 128, 144
Object Diagram · 229,
230, 253
Obligations Foncières ·
144
Off Balance Sheet ·
134, 153
One Obligor Exposure ·
175, 185
Open Interest · 155,
169
Open Outcry · 155, 169
Operational Risk · 68,
70
Opportunity Risk · 68
Option
American
· 157
Average
Price · 159, 167
Barrier
· 159, 167
Call ·
136, 157
Down-and-in
· 159, 167
Down-and-out
· 159, 167
Embedded
· 160, 168
European
· 157, 158, 168
Exchange
Traded · 159
Exotic
· 159, 167, 168
Floor
· 160, 168
Greeks
· 160
Greeks
- Delta · 50, 160
Greeks
- Gamma · 160, 169
Greeks
- Rho · 160
Greeks
- Theta · 160
Greeks
- Vega · 160
Implied
Volatility · 160
In-The-Money
· 120, 157, 158, 169
Kick-in
· 159, 167
Kick-out
· 159, 167
Knock-out
· 167
Look-Back
· 159, 169
Out-Of-The-Money
· 169
Premiums
· 159
Put ·
157
Straddle
· 159, 170
Strangle
· 159, 170
Strap
· 159, 170
Up-and-in
· 159, 167
Up-and-out
· 159, 167
Vanilla
· 159, 168
Option Writer · 157
Options · 50, 63, 66,
68, 90, 96, 105, 106, 153, 154, 157, 158, 159, 160, 167, 169, 212
Orders · 75
OTC – Over the Counter
· 100, 156, 159, 160, 170
Outright · 109, 118
Overdraft · 180
Overnight · 112, 118
P/E · 46, 47
Parabolic SAR · 78, 100
Parallel Markets · 34,
55, 94, 99, 156, 220, 251
Pari-Passu · 123
Pass Thro’s · 49, 121,
132, 133
Pass Thru’s · 130, 150,
165
PE - Prospective · 47
PE - Trailing · 46
Perpetuals · 64, 121,
128, 131, 145, 150
Personal Guarantees ·
175, 176, 177, 196
Pfandbriefe · 144
Pip · 107, 108, 116,
118
Pit · 156, 169, 170
Plus – Credit Rating ·
67
Points · 108
Ponzi · 253, 259
Position · 40, 41, 45,
62, 63, 64, 65, 66, 68, 95, 100, 111, 114, 139, 140, 155, 157, 160, 170, 176,
197, 198, 217, 218, 220, 249, 251
Positional Risk · 31,
63, 100
Positive Carry · 33
Posted · 201
Preference Shares ·
121, 136, 150
Preference Stocks · 136
Pricing Trees · 45, 100
Primary · 72, 114
Primary Dealers’ · 122,
150
Primary Markets · 71,
100, 114, 122, 127, 150
Prime Brokerage · 141,
150
PRINCE 2 · 206, 253
Private Equity · 73
Product Based Planning
· 207, 253
Profit And Loss -
Income Statement In The US · 201
Profit Centre · 191
Project Finance · 28,
164, 181, 185, 220
Project Manager · 13,
204, 210
Promissory Note · 176
Public Securities
Association · 133
Put Option · 50, 157,
158, 168, 170
Quants (Quantitative
Analysts) · 68, 158, 170
RAD · 206, 208, 209,
210, 218, 253, 255
Rapid Application
Design · 206, 253
Real Return Bonds · 129
Real Yield · 45, 100
Redeemed · 38, 43, 45,
99, 100, 122, 128
Redemption Yield · 42,
100, 103
Reference or ‘under
ref’ · 118
Reference, Put On · 106
Regional Centres · 29
Regression and Stress
Testing · 254
Regulation Q · 110
Relative Volatilities ·
100, 103
Re-open · 64, 101, 102,
123
Repo Dealing Structures
· 141
Repo Product Types ·
140
Repos
General
Collateral · 140, 149
HIC ·
141, 149
Matched
Book · 141
Special
Collateral · 140, 151
Term ·
141, 152
To
Maturity · 141
Tri-party
· 140, 152
Repos · 101, 105, 110,
111, 112, 113, 115, 118, 139
Reputational Risk · 70
Reserves · 113, 134,
135, 142, 152, 153, 183, 185, 190, 193, 194, 196, 200, 201
Resistance · 101
Resistance Level · 78
Restrictive Covenants ·
176
Retail · 101
Retail Banking · 14
Return On Equity or ROE
· 190, 201, 252
Return On Solvency or
ROS · 190
Reverse Floaters · 129
Reverse Repos · 84, 97,
111, 113, 139, 150
Reverse Roll · 90
Reversed Out · 170
Revocable LC · 182
Revolving Credit · 180
Revolving LC · 182
Rho · 170
Riding the curve · 54
Rights issue · 73
Risk Department · 188
Risk Free Profitable
Arbitrage · 108
Roadmap · 212, 215,
217, 254
Roll · 72, 113, 118,
123, 124, 151
Rolling the active ·
124
ROS · 196, 201
S&L · 134, 151
Sabanes-Oxley-SOX · 175
Sale and Repurchase
Agreement · 139
Sales Bandwagon · 73
Salescredits · 74, 101
Axes ·
74, 76
Crosses
· 76
One
Side · 74, 99
Orders
· 74, 100
Put
Thro’s · 76, 100
Put-thro’s
Crosses · 74
Volume
SCs · 74, 76
Samurai · 138, 151
Sarbanes-Oxley-SOX ·
185, 201
Saving & Loans · 69
Schaitze · 144
Schuldsheiner · 144
Scope Creep · 254
SCs · 74, 75, 76, 77,
192
Seasoned · 37
SEC · 115, 135, 137,
146, 151
Secondary Hypothecation
· 139, 151
Secondary Markets · 31,
71, 101, 105, 114, 122, 126, 150, 151
Secretariat · 29, 192
Securities Exchange Act
1934 · 110
Securitisation · 185
Security Agreement’ ·
176
Security Lending · 105,
139, 142, 151
Selling Group · 122,
125, 151
Sequence Diagrams ·
232, 254
Seven Days Notice ·
113, 116
Short · 38, 95, 101,
102, 118, 143
Short Position · 101
Short Squeeze · 65, 101
Shorts - Securities ·
101
Side · 40
Sinking Fund · 138, 151
Slice and Dice · 254
Snowflake Models · 247,
254
Soft Brokerage · 60,
101
Solvency · 185, 201
Spanish Government ·
145
Bonos
Bonos del Estados · 145
Letras
del Tesoro - TBills · 145
Obligaciones
del Estado · 145
Special Collateral ·
140, 151
Special Purpose Vehicle
· 132
Split Level Trust · 66
Sponsor · 211, 214, 254
Spot · 109, 118
Spot Next · 119
Spot-a-Week · 119
SPV · 132, 133, 134,
151
SQL
Structured
Query Language · 236, 237, 240, 245, 247, 251, 254
SSADM · 206, 254
Stabilisation · 125,
151
Stabilised Markets ·
73, 101
Stag · 32
Standard & Poors ·
67, 112
Standby Letter of Credit
· 180
Star Modelling · 247,
254
StateChart Diagrams or
State Transition Diagrams · 230, 254
Static Data · 254
Statutory Accounting ·
189, 201
Stochastic Analysers ·
77, 102
Stockbrokers · 13, 17,
120, 129, 134
Stop-Loss · 75, 102
Straight Through Processing
STP ·
250, 254
Strike Price · 157,
158, 159, 167, 170
STRIPS · 56, 102, 103,
120, 130, 131, 146, 151, 152
Supervisory Board ·
204, 211, 217, 221, 240, 254
Support · 78, 80, 84,
102
Support Units · 30
Sushi · 138, 151
Swap
Asset
· 163, 165
Basis
· 162, 167
Commodity
· 161, 164, 168
Credit
Default · 134, 148, 152, 161, 165, 168, 197, 198
Debt
Equity · 184
FX ·
163, 169
Interest
Rate -IRSs · 161, 169
Total
Return · 165, 170
Swaps · 105, 107, 108,
119, 153, 160, 163, 170
Swaptions · 153, 164, 170
SWIFT · 245
Swimlane Diagrams · 255
Swing Trader · 34, 102
Swingline Credit · 180
Syndicate · 122
Syndicated Loans · 138,
151
Syndication · 71, 73,
102, 125, 137, 138, 149, 151
Synthetic Loans · 135,
152
Systemic Risk’ · 68
T Bills · 152
Tail The · 72, 102, 124,
152
Take Down · 185
Tap Issues · 64, 101,
102, 123, 127, 135, 150
Technical Analysis ·
31, 77, 94, 95, 102
Technical Analysts · 34
Term Repos · 141
Theta · 170
Third Normative Form ·
255
Tick · 155, 170, 207
Tier 1 · 193, 201
Tier 2 · 193, 201
TIGRS, · 131, 152
Time-boxes · 255
To Maturity Repos · 141
Tom Next · 112, 119
Tombstone · 126
Toxic Waste · 134, 152
Tracker Funds · 59, 102
Trade Bills · 42, 115,
119
Trade Finance · 172
Trading Desk, The · 32
Trading Floor · 82
Tranche · 133, 152
Transfer Services · 30
Transferable LC · 182
Transition Diagrams ·
255
Treasury · 16, 17, 28,
29, 30, 38, 45, 65, 68, 102, 105, 106, 111, 128, 144, 145, 146, 152, 183
Treasury Adjustable
Rate Bonds · 143
Treasury Bills · 42,
74, 95, 96, 101, 111, 121, 127, 128, 143, 144, 152, 158, 162, 167, 181, 192
Treasury Bonds · 143,
144
Treasury Indexed Bonds
· 143
Treasury Note · 143,
144
Trial Balance · 189,
200, 201
Triggers · 134, 148,
152, 165, 168, 170
Tri-party Repos · 71,
102, 140
TRs · 131
Two-way Fine Prices ·
110
Two-way Price · 38, 103
UK Government Gilts ·
145
Consols
· 145
Conversion
· 145
Double
Date Callable · 145
Exchequer
· 145
Indexed
· 145
STRIPS
· 145
Treasury
· 145
Undated
· 145
UML 2
Activation
Bars · 252
Activity
Diagrams · 252
Actor
· 252
