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    ABBREVIATIONS

    ABBREVIATIONS
    ABSAsset Backed Securities
    ALMAsset Liability Management
    ASWBloomberg term for Asset SWap
    BBABritish Bankers Association
    BISBank for International Settlements
    BoEBank of England
    BPVBasis Point Value
    B-SBlack-Scholes
    CBOTChicago Board of Trade
    CDsCertificates of Deposit
    CDOCollateralised Debt Obligation
    CDSCredit Default Swap
    CedelCentrale de Livraison de Valeurs Mobilières
    CGOCentral Gilts Office
    CLNCredit Linked Note
    CMOCollateralised Mortgage Obligation
    CPCommercial Paper
    CPI-UConsumer Price Index (US)
    CSFBCredit Suisse First Boston
    CTDCheapest To Deliver
    CUSIPThe bond identification number for US securities
    D&PDuff & Phelps Credit Rating Co.
    DBVDelivery By Value
    DESDEScription (Bloomberg screen)
    DMODebt Management Office
    DVBPDollar Value of a Basis Point

      

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