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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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