asset-liability management Techniques for protecting a firm's solvency in the context of accrual accounting.
bond Securitized debt.
compounding Simple, compound and continuously compound interest.
and convexity Factor sensitivities often used in
risk management Practices by which a firm optimizes the
manner in which it takes financial risk.
term structure Refers collectively to a spot curve, forward curve,
discount curve, yield curve or any other curve that describes the time value of
money at a particulate point in time.
A technique of asset-liability management used to assess interest rate risk or
Interest rate risk
Risk due to uncertain future interest rates.
spreads Spreads between two interest rates.
Used in various senses, all relating to availability of, access to, or
convertibility into cash.
par value A
stated value for a security.
return Any of a number of metrics for the
change in an asset's or portfolio's accumulated value